On the use of conditional expectation in portfolio selection problems
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- A Brief Survey of Bandwidth Selection for Density Estimation
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Cited in
(6)- Robust conditional expectation reward-risk performance measures
- A portfolio return definition coherent with the investors' preferences
- Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint
- On the impact of conditional expectation estimators in portfolio theory
- On the impact of semidefinite positive correlation measures in portfolio theory
- Portfolio selection with commodities under conditional copulas and skew preferences
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