On the use of conditional expectation in portfolio selection problems.
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| Title: | On the use of conditional expectation in portfolio selection problems. |
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| Authors: | Ortobelli, Sergio1,2, Kouaissah, Noureddine1,2, Tichý, Tomáš2, tomas.tichy@vsb.cz |
| Source: | Annals of Operations Research; Mar2019, Vol. 274 Issue 1/2, p501-530, 30p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 02545330 |
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| DOI: | 10.1007/s10479-018-2890-3 |