A note on portfolios of averages of lognormal variables (Q6072269)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on portfolios of averages of lognormal variables |
scientific article; zbMATH DE number 7749731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on portfolios of averages of lognormal variables |
scientific article; zbMATH DE number 7749731 |
Statements
A note on portfolios of averages of lognormal variables (English)
0 references
12 October 2023
0 references
lognormal distribution
0 references
sum of lognormals
0 references
block covariance matrix
0 references
limiting distribution
0 references
moment formulae
0 references
0 references
0 references
