On the use of conditional expectation in portfolio selection problems (Q1730733)
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scientific article; zbMATH DE number 7032703
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| English | On the use of conditional expectation in portfolio selection problems |
scientific article; zbMATH DE number 7032703 |
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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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0.8929336
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0.8888834
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0.8869268
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0.88571304
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0.88115114
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0.87897253
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0.8785368
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0.8775543
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