Pages that link to "Item:Q1731080"
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The following pages link to Tail variance of portfolio under generalized Laplace distribution (Q1731080):
Displaying 6 items.
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)
- Jensen-Marshall-Ky Fan-type inequalities and their applications in business profit management model (Q6570466) (← links)
