“KLICing” there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance
| Year of publication: |
2011
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|---|---|
| Authors: | Haley, M. Ryan ; McGee, M. Kevin |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 18.2011, 2, p. 341-353
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