Comments and Review

• Market Outperformance by Nonparametric, Simugram-Based Portfolio Selection - doctoral disseration approved April 2004
  
  abstract-ack.pdf  Abstract and Acknowledgements
  contents.pdf   Contents
  chapter1.pdf  Chapter 1, Foundations (excerpt)
  chapter2.pdf  Chapter 2, Methodology (excerpt), SP-100 Results, EDA and Sampling Study
  chapter3.pdf  Chapter 3, Parameter Optimization for the SP-500
  chapter4.pdf  Chapter 4, Conclusions (excerpt), Recommendations, and Other Matters
  bib-appendix.pdf   Bibliography and Appendices
  
• Models for Investors in Real World Markets - comments as of 6/30/02
  
  mirwm.comments.txt Plain text version
  mirwm.comments.doc MS Word version (w/ formatting)

If additional information is needed, please contact dobelman@stat.rice.edu