Kernel-Based Semi-Log-Optimal Empirical Portfolio Selection Strategies

International Journal of Theoretical and Applied Finance - Singapore
doi 10.1142/s0219024907004251
Full Text
Abstract

Available in full text

Date
Authors
Publisher

World Scientific Pub Co Pte Lt

Related search

Log-Optimal Portfolio-Selection Strategies With Proportional Transaction Costs

Machine Learning for Financial Engineering
2012English

Simulation-Based Optimal Portfolio Selection Strategy—Evidence From Asian Markets

Applied Economics and Finance
2018English

Regularized Index-Tracking Optimal Portfolio Selection

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
2018English

Quantitative Stock Selection Strategies Based on Kernel Principal Component Analysis

Journal of Financial Risk Management
2020English

The Optimal Portfolio Selection Model Underg-Expectation

Abstract and Applied Analysis
Applied MathematicsAnalysis
2014English

Selection of an Optimal Loan and Deposit Portfolio Based on the Bank’s Parametric Model

Вестник Алтайской академии экономики и права
2020English

Optimal Kernel-Based Dynamic Mode Decomposition

2018English

Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2017English

Optimal Portfolio Selection of GenCo Under Congestion Risk in Multimarket Environment

Technology and Economics of Smart Grids and Sustainable Energy
Electronic EngineeringRenewable EnergyEnergyEconomicsthe EnvironmentSustainabilityElectricalEconometrics
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy