![](/img/cover-not-exists.png)
Optimal capital allocation based on the Tail Mean–Variance model
Xu, Maochao, Mao, TiantianVolume:
53
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2013.08.005
Date:
November, 2013
File:
PDF, 455 KB
english, 2013