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Sensitivity analysis of values at risk
Gouriéroux, Christian, (2000)
KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
GYÖRFI, LÁSZLÓ, (2007)
Logoptimális portfóliók empirikus vizsgálata
Ormos, Mihály, (2009)
Performance analysis of log-optimal portfolio strategies with transaction costs
Ormos, Mihály, (2013)