Tail mean-variance portfolio selection with estimation risk (Q6543158)
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scientific article; zbMATH DE number 7852753
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tail mean-variance portfolio selection with estimation risk |
scientific article; zbMATH DE number 7852753 |
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Tail mean-variance portfolio selection with estimation risk (English)
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24 May 2024
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tail mean-variance
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portfolio selection
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estimation risk
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portfolio combination
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out-of-sample performance
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0.8348748087882996
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0.8289844393730164
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0.8091690540313721
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0.7587391138076782
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