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 Inviting tender for the Fire Hydrant Down-Comer System and Stand-Alone Smoke Detectors for hostel buildings A and DNews MSE Students Available for Summer Internships | June–July 2026 News
Inviting tender for the Fire Hydrant Down-Comer System and Stand-Alone Smoke Detectors for hostel buildings A and DNews
