Work

Kernel-based Semi-log-optimal Empirical Portfolio Selection Strategies

Year: 2007

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024907004251

Authors: LÁSZLÓ GYÖRFI, ANDRÁS URBÁN, ISTVÁN VAJDA

Institution: Budapest University of Technology and Economics

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: Magyar Tudományos Akadémia

OpenAlex ID: W2010292366

FWCI: 1.914

Cites: 10

Cited by: 35

Related to: 10