Györfi, László; Udina, Frederic; Walk, Harro Nonparametric nearest neighbor based empirical portfolio selection strategies. (English) Zbl 1151.62080 Stat. Decis. 26, No. 2, 145-157 (2008). MSC: 62P05 62G10 62M99 62G05 62L12 91G10 PDFBibTeX XMLCite \textit{L. Györfi} et al., Stat. Decis. 26, No. 2, 145--157 (2008; Zbl 1151.62080) Full Text: DOI
Györfi, László; Lugosi, Gábor; Udina, Frederic Nonparametric kernel-based sequential investment strategies. (English) Zbl 1145.91348 Math. Finance 16, No. 2, 337-357 (2006). MSC: 91B28 62L99 PDFBibTeX XMLCite \textit{L. Györfi} et al., Math. Finance 16, No. 2, 337--357 (2006; Zbl 1145.91348) Full Text: DOI