On the use of conditional expectation in portfolio selection problems (Q1730733): Difference between revisions

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Revision as of 14:33, 7 October 2024

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On the use of conditional expectation in portfolio selection problems
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    On the use of conditional expectation in portfolio selection problems (English)
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    6 March 2019
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    conditional expectation
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    large-scale portfolio selection
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    performance measures
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    return approximation
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    heavy tailed distribution
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