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 VariancePost 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 The Madras School of Economics will celebrate its Annual Day on April 7, 2026 at the Anna Centenary Library Amphitheatre.News Programme Schedule of the one-week Capacity Building Training Workshop on NSS Data AnalysisNews
The Madras School of Economics will celebrate its Annual Day on April 7, 2026 at the Anna Centenary Library Amphitheatre.News
