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Portfoliooptimierung unter Berücksichtigung höherer Momente
Guse, Frank, (2005)
A recursive industry portfolio revision model
Spahr, Ronald W., (1999)
Performance functions and reinforcement learning for trading systems and portfolios
Moody, John, (1998)
S&P Global Sector survivals: Momentum effects in sector indices underlying iShares
Kos, Hartwig, (2008)