Pages that link to "Item:Q2442517"

The following pages link to A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517):

Displaying 3 items.

• Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
• The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
• Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)