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 |
|---|---|---|---|
| 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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