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 Special Seminar on Discussion on Six New Volumes of Microstudies in Human Development: From Field to PolicyNews MSE Working Paper 310: Owners’ Gender and Gross Value Added in India’s Unincorporated Non-Agricultural Enterprises (2023–24): An Empirical InvestigationNews
Special Seminar on Discussion on Six New Volumes of Microstudies in Human Development: From Field to PolicyNews
MSE Working Paper 310: Owners’ Gender and Gross Value Added in India’s Unincorporated Non-Agricultural Enterprises (2023–24): An Empirical InvestigationNews