Construction of a portfolio with shorter downside tail and longer upside tail

Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Construction of a portfolio with shorter downside tail and longer upside tail'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science