Pages that link to "Item:Q5001187"
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The following pages link to Portfolio optimization under a generalized hyperbolic skewed<i>t</i>distribution and exponential utility (Q5001187):
Displaying 3 items.
- A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) (← links)
- Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (Q4635242) (← links)
- Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior (Q4991068) (← links)
