Pages that link to "Item:Q1627671"
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The following pages link to Optimal portfolio selection based on expected shortfall under generalized hyperbolic distribution (Q1627671):
Displaying 6 items.
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures (Q621864) (← links)
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- NORTA for portfolio credit risk (Q2288893) (← links)
- A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517) (← links)
- Distribution assumptions and risk constraints in portfolio optimization (Q2477612) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)