Relative Risk
Goodness-of-Fit Test
Probability Distributions
Actuarial Approach
Parametric Survival Analysis: Weibull and Exponential Methods
Variability: Analysis
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Published on: September 16, 2022
1School of Mathematics, Physics and Statistics, Shanghai University of Engineering Science, Shanghai, 201620 China.
This study introduces the Joint Mean-Variance (JMV) model for optimal portfolio selection, integrating risk diversification and sparse asset selection. The JMV model effectively balances risk management with reduced transaction costs for better investment strategies.
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