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  • Search: subject:"Block covariance matrix"
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Block covariance matrix 1 Correlation 1 Estimation theory 1 Korrelation 1 Limiting distribution 1 Lognormal distribution 1 Moment formulae 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Sum of lognormals 1 Wahrscheinlichkeitsrechnung 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Boyle, Phelim P. 1 Jiang, Ruihong 1
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Insurance / Mathematics & economics 1
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A note on portfolios of averages of lognormal variables
Boyle, Phelim P.; Jiang, Ruihong - In: Insurance / Mathematics & economics 112 (2023), pp. 97-109
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