Skip to main navigation
Skip to search
Skip to main content
University of Haifa Home
Update your profile
Home
Researchers
Research units
Research output
Search by expertise, name or affiliation
A characterization of optimal portfolios under the tail mean-variance criterion
Iqbal Owadally,
Zinoviy Landsman
Department of Statistics
Research output
:
Contribution to journal
›
Article
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'A characterization of optimal portfolios under the tail mean-variance criterion'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Tail Mean-variance
100%
Optimal Portfolio
100%
Mean-variance Criterion
100%
Mean-variance Model
50%
Mean-variance
50%
Classical Means
50%
Risk Management
50%
Risk-free Asset
50%
Numerical Methods
25%
Complete Solution
25%
Risk Measures
25%
Multivariate Elliptical Distribution
25%
Large Loss
25%
Heavy-tailed Distribution
25%
Management Choice
25%
Risk Portfolio
25%
Mean-variance Framework
25%
Portfolio Choice
25%
Convex Optimization Method
25%
Mathematics
Mean-Variance
100%
Free Asset
28%
Complete Solution
14%
Elliptical Distribution
14%
Risk Measure
14%
Heavy-Tailed Distribution
14%
Mathematical Method
14%