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A large deviation approach to portfolio management
Gardiol, Lucien; Gibson, Rajna; Bares, Pierre-Antoine; … - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 547
Persistent link: https://www.econbiz.de/10001524312
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A maximal predictability portfolio using dynamic factor selection strategy
Konno, Hiroshi; Takaya, Yoshihiro; Yamamoto, Rei - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 355-366
Persistent link: https://www.econbiz.de/10008904372
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A large deviation approach to portfolio management
Gardiol, Lucien (contributor) - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 617-639
Persistent link: https://www.econbiz.de/10001526853
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A maximal predictability portfolio model : algorithm and performance evaluation
Yamamoto, Rei; Ishii, Daisuke; Konno, Hiroshi - In: International journal of theoretical and applied finance 10 (2007) 6, pp. 1095-1109
Persistent link: https://www.econbiz.de/10003631030