Portfolio optimization under a generalized hyperbolic skewed<i>t</i>distribution and exponential utility (Q5001187)
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scientific article; zbMATH DE number 7372448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under a generalized hyperbolic skewed<i>t</i>distribution and exponential utility |
scientific article; zbMATH DE number 7372448 |
Statements
Portfolio optimization under a generalized hyperbolic skewed<i>t</i>distribution and exponential utility (English)
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16 July 2021
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portfolio optimization
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skewed \(t\) distribution
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mean-variance
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