Pages that link to "Item:Q2442517"
From MaRDI portal
The following pages link to A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517):
Displaying 8 items.
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures (Q621864) (← links)
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- Tail nonlinearly transformed risk measure and its application (Q1929949) (← links)
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)