The Tail Mean-Variance Model and Extended Efficient Frontier

Subject Areas : Statistical Methods in Financial Management

Esmat Jamshidi Eini ¹ , Hamid Khaloozadeh ²

1 - Department of Systems and Control, K.N. Toosi University of Technology, Tehran, Iran
2 - Department of Systems and Control, K.N. Toosi University of Technology, Tehran, Iran

Received: 2020-01-29 Accepted : 2020-09-14 Published : 2021-01-01

Keywords:

References:

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