A characterization of optimal portfolios under the tail mean–variance criterion
| Year of publication: |
2013
|
|---|---|
| Authors: | Owadally, Iqbal ; Landsman, Zinoviy |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 2, p. 213-221
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