Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604): Difference between revisions

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+Extensions of Stein's Lemma for the Skew-Normal Distribution
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+Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
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+Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
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+Coherent Measures of Risk
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+Q3703094
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+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+A general class of multivariate skew-elliptical distributions
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+A multivariate skew-garch model
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+Q5706744
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+Operational Risk
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+Multivariate skew-normal distributions with applications in insurance
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