Expectation dependence of random variables, with an application in portfolio theory
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Publication:1085766
DOI10.1007/BF00126386zbMath0607.90007MaRDI QIDQ1085766
Publication date: 1987
Published in: Theory and Decision (Search for Journal in Brave)
stochastic dependenceportfolio theoryconditional expectation operatordependence between two random variablesexceptation dependence
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