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Tail mean-variance portfolio selection with estimation risk - MaRDI portal

Tail mean-variance portfolio selection with estimation risk

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Publication:6543158

DOI10.1016/j.insmatheco.2024.03.001zbMATH Open1537.91253MaRDI QIDQ6543158

Chengguo Weng, Pengyu Wei, Zhenzhen Huang

Publication date: 24 May 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)






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