On the use of conditional expectation in portfolio selection problems
Year of publication: |
2019
|
---|---|
Authors: | Ortobelli, Sergio ; Kouaissah, Noureddine ; Tichý, Tomáš |
Published in: |
Annals of operations research ; volume 274, numbers 1/2 (March 2019). - New York, NY, USA : Springer. - 2019, p. 501-530
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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