Tail Mean-Variance Portfolio Optimization with Generalized T Distribution

Birbiçer İ., Genç A. İ.

7th International E-Conference on Advances in Statistics (ICAS), Adana, Turkey, 15 - 17 October 2021, pp.30

  • Publication Type: Conference Paper / Summary Text
  • City: Adana
  • Country: Turkey
  • Page Numbers: pp.30
  • Çukurova University Affiliated: Yes