Efficient and Scalable High-Order Portfolios Design via Parametric Skew-t Distribution

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Publication:92794

DOI10.48550/arXiv.2206.02412arXiv2206.02412MaRDI QIDQ92794

Daniel P. Palomar, Xiwen Wang, Rui Zhou, Jiaxi Ying

Publication date: 6 June 2022





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