On the use of conditional expectation in portfolio selection problems (Q1730733)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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