Nonparametric Estimation for Financial Investment under Log-Utility

Keywords

Nonparametric statistics, Estimation, Econometrics, Investment (military), Economics

References

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Cited by

• Machine Learning for Financial EngineeringLászló Györfi, György Ottucsák, Harro Walk — 2012
• Performance analysis of log-optimal portfolio strategies with transaction costsMihály Ormos, András Urbán — 2013
• NÖVEKEDÉSOPTIMÁLIS PORTFOLIÓ ELMÉLETIstván Vajda — 2009
• LOG-OPTIMAL PORTFOLIO SELECTION STRATEGIES WITH PROPORTIONAL TRANSACTION COSTSL. Györfi, Harro Walk — 2010
• Long Time Growth Optimal Portfolio with Transaction CostsL. Stettner — 2009

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