On the impact of conditional expectation estimators in portfolio theory
Crossref DOI link: https://doi.org/10.1007/s10287-017-0282-9
Published Online: 2017-06-05
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ortobelli, Sergio
Kouaissah, Noureddine
Tichý, Tomáš
Funding for this research was provided by:
Czech Science Foundation (15-23699S)
VSB-TUO (SP2017/32)
Czech Science Foundation (17-19981S)
License valid from 2017-06-05