The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution |
scientific article; zbMATH DE number 7361396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution |
scientific article; zbMATH DE number 7361396 |
Statements
The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (English)
0 references
21 June 2021
0 references
tail conditional expectation
0 references
tail variance
0 references
tail mean-variance criterion
0 references
optimal portfolio selection
0 references
generalized skew-elliptical distributions
0 references
0 references
0 references
