Pages that link to "Item:Q2443222"
From MaRDI portal
The following pages link to Tail variance premiums for log-elliptical distributions (Q2443222):
Displaying 6 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)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- Tail conditional moments for elliptical and log-elliptical distributions (Q2374109) (← links)
- Tail variance for Generalized Skew-Elliptical distributions (Q5079253) (← links)
- Tail conditional moment for generalized skew-elliptical distributions (Q5861174) (← links)