On the impact of conditional expectation estimators in portfolio theory (Q1789633): Difference between revisions

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Latest revision as of 19:21, 16 July 2024

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On the impact of conditional expectation estimators in portfolio theory
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    On the impact of conditional expectation estimators in portfolio theory (English)
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    10 October 2018
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    large-scale portfolio selection
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    dimensionality reduction
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    conditional expectation estimator
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    reward measure
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