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On the use of conditional expectation in portfolio selection problems.

Sergio OrtobelliNoureddine KouaissahTomás Tichý
Published in: Ann. Oper. Res. (2019)
Keyphrases
  • portfolio selection
  • conditional expectation
  • genetic algorithm
  • least squares
  • optimization problems
  • bayesian networks
  • robust optimization
  • lower bound
  • case based reasoning