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

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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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+On the Unification of Families of Skew-normal 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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+Robust Likelihood Methods Based on the Skew-t and Related Distributions
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+A general class of multivariate skew-elliptical distributions
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+Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
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+Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice
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+Q3996150
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+Portfolio value-at-risk optimization for asymmetrically distributed asset returns
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+Additive properties of skew normal random vectors
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+Skew-symmetric distributions and Fisher information -- a tale of two densities
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+Portfolio selection with higher moments
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+Some results on the multivariate truncated normal distribution
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+Comparison of Alternative Utility Functions in Portfolio Selection Problems
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+Characteristic functions of scale mixtures of multivariate skew-normal distributions
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+On the generalization of Stein's lemma for elliptical class of distributions
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+Stein's lemma for elliptical random vectors
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+Mean-variance-skewness model for portfolio selection with fuzzy returns
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+Siegel's formula via Stein's identities
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+Multistage optimization of option portfolio using higher order coherent risk measures
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+Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
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+A new class of multivariate skew distributions with applications to bayesian regression models
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+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
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+A Surprising Covariance Involving the Minimum of Multivariate Normal Variables
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+Portfolio Selection and Asset Pricing—Three-Parameter Framework
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+Estimation of the mean of a multivariate normal distribution
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