A characterization of optimal portfolios under the tail mean-variance criterion
Year of publication: |
2013
|
---|---|
Authors: | Owadally, Iqbal ; Landsman, Zinoviy |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 213-221
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection |
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