keyword Tail Mean-Variance criterion / (1 Article)
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The Tail Mean-Variance Model and Extended Efficient Frontier
Journal ArticleWriter : Jamshidi Eini، Esmat ؛ Corresponding Author : Khaloozadeh، Hamid ؛
Journal:Advances in Mathematical Finance and Applications»Winter 2021, Volume 6 - Issue 1 Ranking: ب/ISC (15 page(s) - From 185 to 199 )
Keywords:Efficient frontierOptimal portfolio selectionTail Mean-Variance criterionSkew-Elliptical Distributions
| Journal (Article count) |
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| Journal Advances in Mathematical Finance and Applications 1 |
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