Tail mean-variance portfolio selection with estimation risk
Zhenzhen Huang, Pengyu Wei, Chengguo Weng
| Year of publication: |
2024
|
|---|---|
| Authors: | Huang, Zhenzhen ; Wei, Pengyu ; Weng, Chengguo |
| Subject: | Estimation risk | Out-of-sample performance | Portfolio combination | Portfolio selection | Tail mean-variance | Portfolio-Management | Schätzung | Estimation | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066806