Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710)
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scientific article; zbMATH DE number 6395708
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| English | Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution |
scientific article; zbMATH DE number 6395708 |
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Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (English)
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3 February 2015
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finance
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multivariate statistics
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utility theory
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0.8972182869911194
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0.8384431600570679
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0.8269058465957642
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0.7874727845191956
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