Pages that link to "Item:Q2034147"
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The following pages link to The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147):
Displaying 6 items.
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
- A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)