Nichtparametrische Prädiktorselektion im Asset Management

DOI10.1007/978-3-540-77903-2_42zbMath1209.91181OpenAlexW1548085404MaRDI QIDQ5391925

Thorsten Poddig, Johannes Hildebrandt

Publication date: 7 April 2011

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-77903-2_42

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Cites Work

• Handbook of economic forecasting. Volume 1
• NONPARAMETRIC SIGNIFICANCE TESTING

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