On the impact of conditional expectation estimators in portfolio theory (Q1789633)
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scientific article; zbMATH DE number 6950398
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| English | On the impact of conditional expectation estimators in portfolio theory |
scientific article; zbMATH DE number 6950398 |
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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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0.7848198413848877
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0.7359470725059509
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0.733987033367157
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0.7307716608047485
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0.7263614535331726
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