Pages that link to "Item:Q2514710"

The following pages link to Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710):

Displayed 19 items.

• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) ‎ (← links)
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios (Q1620084) ‎ (← links)
• Stein's lemma for truncated elliptical random vectors (Q1640970) ‎ (← links)
• Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness (Q1694926) ‎ (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) ‎ (← links)
• A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) ‎ (← links)
• Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) ‎ (← links)
• An overview on the progeny of the skew-normal family -- a personal perspective (Q2062793) ‎ (← links)
• Stein's lemma for truncated generalized skew-elliptical random vectors (Q2129966) ‎ (← links)
• Generalized kernel-based inverse regression methods for sufficient dimension reduction (Q2189615) ‎ (← links)
• Minimum Rényi entropy portfolios (Q2241052) ‎ (← links)
• Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) ‎ (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) ‎ (← links)
• Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604) ‎ (← links)
• Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness (Q2657194) ‎ (← links)
• Stein’s Lemma for generalized skew-elliptical random vectors (Q5078520) ‎ (← links)
• Reverse stress testing in skew-elliptical models (Q6050283) ‎ (← links)
• Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing (Q6087510) ‎ (← links)
• Portfolio selection: a target-distribution approach (Q6113329) ‎ (← links)