On the impact of conditional expectation estimators in portfolio theory (Q1789633)
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scientific article; zbMATH DE number 6950398
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the impact of conditional expectation estimators in portfolio theory |
scientific article; zbMATH DE number 6950398 |
Statements
On the impact of conditional expectation estimators in portfolio theory (English)
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10 October 2018
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large-scale portfolio selection
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dimensionality reduction
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conditional expectation estimator
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reward measure
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