Harro Walk, Sidney Yakowitz. Iterative nonparametric estimation of a log-optimal portfolio selection function. IEEE Transactions on Information Theory, 48(1):324-333, 2002.
@article{WalkY02,
title = {Iterative nonparametric estimation of a log-optimal portfolio selection function},
author = {Harro Walk and Sidney Yakowitz},
year = {2002},
researchr = {https://researchr.org/publication/WalkY02},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Information Theory},
volume = {48},
number = {1},
pages = {324-333},
}