“KLICing” there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance

✍ Scribed by M. Ryan Haley; M. Kevin McGee

• Book ID: 116641784
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 444 KB
• Volume: 18
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2010.12.002