The tail mean–variance optimal portfolio selection under generalized skew-elliptical distribution
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2010 ◽
Vol 46
(3)
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pp. 547-553
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2010 ◽
Vol 32
(2)
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pp. 127-138
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1992 ◽
Vol 7
(4)
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pp. 493-501
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1986 ◽
Vol 13
(1)
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pp. 44-49
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2013 ◽
Vol 86
(3)
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pp. 426-437
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