Friedrich Kruse

WHU - Otto Beisheim School of Management

Burgplatz 2

Vallendar, 56179

Germany

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

The Economic Value of Nonlinear Predictions in Asset Allocation

Number of pages: 30 Posted: 09 May 2010 Last Revised: 30 Jan 2012
Friedrich Kruse and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 180 (344,774)

Abstract:

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nonlinear prediction, neural networks, asset allocation