Theoretical and Empirical Impact of the Tail Risk Management on Mean-Semi-Variances Portfolio Optimization

Publisher： Nova Science Publishers, Inc.

ISSN： 1941-3971

Source： Journal of Computational Optimization in Economics and Finance, Vol., Iss., 2014-01, pp. : 21-40

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Income Risk and Portfolio Choice: An Empirical Study

THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 2, 2009-04 ,pp. : 1037-1055

John Wiley & Sons Inc

Access to resources Recommend Favorite

Constrained Mean-Variance Portfolio Optimization with Alternative Return Estimation

By Georgiev Boris

Atlantic Economic Journal, Vol. 42, Iss. 1, 2014-03 ,pp. : 91-107

Springer Publishing Company

Access to resources Recommend Favorite

Optimal diversification and risk-taking: a theoretical and empirical analysis

By Yunker James A. Melkumian Alice

Applied Economics, Vol. 45, Iss. 11, 2013-04 ,pp. : 1481-1492

Routledge Ltd

Access to resources Recommend Favorite

Portfolio risk management and carbon emissions valuation in electric power

By Kleindorfer Paul

Journal of Regulatory Economics, Vol. 40, Iss. 3, 2011-12 ,pp. : 219-236

Springer Publishing Company

Access to resources Recommend Favorite

Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management

By Jr. Michael Jacobs

Journal of Financial Regulation and Compliance, Vol. 22, Iss. 3, 2014-07 ,pp. : 252-270

Emerald Group Publishing Ltd

Access to resources Recommend Favorite