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Search: subject:"Tail mean-variance"
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Tail
mean-variance
portfolio selection with estimation risk
Huang, Zhenzhen
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 218-234
Persistent link: https://www.econbiz.de/10015066806
Saved in:
2
The
tail
mean-variance
optimal portfolio selection under generalized skew-elliptical distribution
Eini, Esmat Jamshidi
;
Khaloozadeh, Hamid
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012545260
Saved in:
3
How effective is the
tail
mean-variance
model in the fund of fund selection? : an empirical study using various risk measures
Wang, Qiyu
;
Huang, Wenli
;
Wu, Xin
;
Zhang, Chao
- In:
Finance research letters
29
(
2019
),
pp. 239-244
Persistent link: https://www.econbiz.de/10012418788
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