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Esmat Jamshidi eini

affiliation not provided to SSRN

  • affiliation not provided to SSRN

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Dynamic Portfolio Selection: Tail Mean-Variance Model and Stochastic Lq Approach

Number of pages: 20 Posted: 04 Aug 2022
Esmat Jamshidi eini and Hamid Khaloozadeh
affiliation not provided to SSRN and affiliation not provided to SSRN
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Abstract:

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Dynamic portfolio selection, Tail mean-variance, Generalized skew-elliptical distributions, Stochastic linear-quadratic control, Efficient frontier.