Expectation dependence of random variables, with an application in portfolio theory (Q1085766)
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scientific article; zbMATH DE number 3982861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectation dependence of random variables, with an application in portfolio theory |
scientific article; zbMATH DE number 3982861 |
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Expectation dependence of random variables, with an application in portfolio theory (English)
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1987
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dependence between two random variables
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stochastic dependence
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conditional expectation operator
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exceptation dependence
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portfolio theory
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