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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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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 134673608
AccessLevel: 2
PubType: Academic Journal
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      – Type: doi
        Value: 10.1007/s10479-018-2890-3
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      – Code: eng
        Text: English
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        PageCount: 30
        StartPage: 501
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      – TitleFull: On the use of conditional expectation in portfolio selection problems.
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            NameFull: Ortobelli, Sergio
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            NameFull: Kouaissah, Noureddine
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            NameFull: Tichý, Tomáš
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            – D: 01
              M: 03
              Text: Mar2019
              Type: published
              Y: 2019
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              Value: 274
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            – TitleFull: Annals of Operations Research
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