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"On the use of conditional expectation in portfolio selection problems."

Sergio Ortobelli, Noureddine Kouaissah, Tomás Tichý (2019)

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DOI: 10.1007/S10479-018-2890-3

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - https://dblp.org/rec/journals/anor/OrtobelliKT19
Sergio Ortobelli, Noureddine Kouaissah, Tomás Tichý:
On the use of conditional expectation in portfolio selection problems. Ann. Oper. Res. 274(1-2): 501-530 (2019)

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