Nonparametric nearest neighbor based empirical portfolio...

Nonparametric nearest neighbor based empirical portfolio selection strategies

Györfi, László, Udina, Frederic, Walk, Harro
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Volume:
26
Language:
english
Journal:
Statistics & Decisions
DOI:
10.1524/stnd.2008.0917
Date:
January, 2008
File:
PDF, 140 KB
english, 2008
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