Pages that link to "Item:Q993721"
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The following pages link to Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721):
Displayed 8 items.
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
- Multivariate extended skew-\(t\) distributions and related families (Q478207) (← links)
- Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Portfolio selection with higher moments (Q3568905) (← links)
- A new class of multivariate skew distributions with applications to bayesian regression models (Q4454063) (← links)
- Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution (Q5169738) (← links)