On the impact of conditional expectation estimators in portfolio theory
type: Item
instance of: scholarly article
title: On the impact of conditional expectation estimators in portfolio theory
zbMATH Open document ID: 1416.91357
author: Sergio Ortobelli
author: Noureddine Kouaissah
author: Tomáš Tichý
published in: Computational Management Science
publication date: 2018-10-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6950398
zbMATH Keywords: large-scale portfolio selection
zbMATH Keywords: dimensionality reduction
zbMATH Keywords: conditional expectation estimator
zbMATH Keywords: reward measure
describes a project that uses: KernSmooth
MaRDI profile type: Publication
full work available at URL: s10287-017-0282-9
OpenAlex ID: W2621880186
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DOI: 10.1007/S10287-017-0282-9
description: scientific article; zbMATH DE number 6950398