Optimal capital allocation based on the Tail Mean–Variance model
2013 ◽
Vol 53
(3)
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pp. 533-543
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Keyword(s):
2019 ◽
Vol 106
◽
pp. 153-165
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2007 ◽
Vol 16
(3)
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pp. 312-342
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Keyword(s):
2009 ◽
Vol 2009
(4)
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pp. 295-305
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Keyword(s):