On the tail mean-variance optimal portfolio selection (Q659265)
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scientific article; zbMATH DE number 6004721
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| English | On the tail mean-variance optimal portfolio selection |
scientific article; zbMATH DE number 6004721 |
Statements
On the tail mean-variance optimal portfolio selection (English)
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10 February 2012
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tail condition expectation
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tail variance
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tail mean
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variance model
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optimal portfolio selection
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square root of quadratic functional
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elliptical family
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quartic equation
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0.830999493598938
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0.8308544158935547
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0.7991844415664673
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0.784974992275238
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0.7785434126853943
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