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Nonparametric kernel-based sequential investment strategies
Györfi, László; Lugosi, Gábor; Udina, Frederic - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 337-357
Persistent link: https://www.econbiz.de/10003325975
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The growth optimal investment strategy is secure, too
Györfi, László; Ottucsák, György; Walk, Harro - In: Optimal financial decision making under uncertainty, (pp. 201-223). 2017
Persistent link: https://www.econbiz.de/10011558458
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Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier (contributor); Wolf, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
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A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
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Implications of dynamic trading for insurance markets
Penalva, José (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110193
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Portfolio delegation under short-selling constraints
Gómez, Juan-Pedro (contributor); Sharma, Tridib (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002054694