A note on portfolios of averages of lognormal variables (Q6072269)
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scientific article; zbMATH DE number 7749731
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on portfolios of averages of lognormal variables |
scientific article; zbMATH DE number 7749731 |
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A note on portfolios of averages of lognormal variables (English)
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12 October 2023
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lognormal distribution
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sum of lognormals
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block covariance matrix
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limiting distribution
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moment formulae
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0.6982617378234863
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0.6977930068969727
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0.6967743635177612
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0.6904830932617188
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0.690450131893158
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