On the use of conditional expectation in portfolio selection problems.

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Bibliographic Details
Title: On the use of conditional expectation in portfolio selection problems.
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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Description
ISSN:02545330
DOI:10.1007/s10479-018-2890-3