Iterative nonparametric estimation of a log-optimal portfolio selection function

DOI10.1109/18.971764zbMath1058.91044OpenAlexW2165876632MaRDI QIDQ4544791

Harro Walk, Sidney Yakowitz

Publication date: 4 August 2002

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.971764

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Portfolio theory (91G10)

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