Kernel-based semi-log-optimal empirical portfolio selection strategies

Györfi, László and Urbán, András and Vajda, István (2007) Kernel-based semi-log-optimal empirical portfolio selection strategies. International Journal of Theoretical and Applied Finance, 10 (3). pp. 505-516.

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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 Research Laboratory on Engineering & Management Intelligence
Depositing User:	Eszter Nagy
Date Deposited:	11 Dec 2012 15:26
Last Modified:	11 Dec 2012 15:26
URI:	https://eprints.sztaki.hu/id/eprint/4383

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