Pages that link to "Item:Q659265"
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The following pages link to On the tail mean-variance optimal portfolio selection (Q659265):
Displayed 16 items.
- Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327) (← links)
- Comparing tail variabilities of risks by means of the excess wealth order (Q659172) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- Tail conditional moments for elliptical and log-elliptical distributions (Q2374109) (← links)
- A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517) (← links)
- Classical and Bayesian inference of the weighted-exponential distribution with an application to insurance data (Q2686796) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- A Black–Litterman asset allocation model under Elliptical distributions (Q4683054) (← links)
- Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)