Pages that link to "Item:Q5015921"
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The following pages link to Tail Risk Measures and Portfolio Selection (Q5015921):
Displaying 3 items.
- Construction of a portfolio with shorter downside tail and longer upside tail (Q535300) (← links)
- Naive versus optimal diversification: tail risk and performance (Q1681368) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)