Nonparametric nearest neighbor based empirical portfolio selection strategies

Györfi, László and Udina, F. and Walk, H. (2008) Nonparametric nearest neighbor based empirical portfolio selection strategies. Statistics and Decisions, 26. pp. 145-157.

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Item Type: Article
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Divisions: Informatics Laboratory
Depositing User: Eszter Nagy
Date Deposited: 11 Dec 2012 15:31
Last Modified: 11 Dec 2012 15:31
URI: http://eprints.sztaki.hu/id/eprint/5402

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