MSE Working Paper 283: Mean-Variance Portfolio Optimization Using Jackknife Empirical Likelihood Estimation Of Tail Conditional Variance Author: mseadmin_2016 Published on: July 16, 2025 Published in: News MSE Working Paper 283:Mean-Variance Portfolio Optimization Using Jackknife Empirical Likelihood Estimation Of Tail Conditional Variance Post navigation Previous Article Previous Article Admission to M.Sc. in Data Science through valid GATE score Next Article Next Article MSE Working Paper 284: Co-residence with Adult Children and Elderly Mental Health: Evidence from India You may also like MSE Working Paper: Bribing and Vulnerability of the Informal Sector in India, Devlina and Santosh Kumar Sahu News MSE Seminar: “Headline Inflation and Monetary Policy Dynamics: Fresh Evidence from India” by Dr. Paras Sachdeva, Assistant Professor, Department of Humanities and Social Sciences, Indian Institute of Technology Madras on 12th September 2025 at 4:15 pm News
MSE Working Paper: Bribing and Vulnerability of the Informal Sector in India, Devlina and Santosh Kumar Sahu News
MSE Seminar: “Headline Inflation and Monetary Policy Dynamics: Fresh Evidence from India” by Dr. Paras Sachdeva, Assistant Professor, Department of Humanities and Social Sciences, Indian Institute of Technology Madras on 12th September 2025 at 4:15 pm News
