Tail mean-variance portfolio selection with estimation risk
| Autor: | Huang, Zhenzhen, Wei, Pengyu, Weng, Chengguo |
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| Zdroj: | In Insurance Mathematics and Economics May 2024 116:218-234 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Huang, Zhenzhen, Wei, Pengyu, Weng, Chengguo |
|---|---|
| Zdroj: | In Insurance Mathematics and Economics May 2024 116:218-234 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect