A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517): Difference between revisions
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Revision as of 14:03, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of optimal portfolios under the tail mean-variance criterion |
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A characterization of optimal portfolios under the tail mean-variance criterion (English)
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3 April 2014
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tail conditional expectation
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tail variance
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optimal portfolio selection
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quartic equation
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