Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2013.07.011
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+W2102917145
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+Q124985992
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+Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
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+Extensions of Stein's Lemma for the Skew-Normal Distribution
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+On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
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+A unified view on skewed distributions arising from selections
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+Multivariate extended skew-\(t\) distributions and related families
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+Q2736836
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+Statistical Applications of the Multivariate Skew Normal Distribution
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+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+The multivariate skew-normal distribution
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+Publication:2514710