Efficient and Scalable High-Order Portfolios Design via Parametric Skew-t Distribution (Q92794)

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scientific article from arXiv
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    Efficient and Scalable High-Order Portfolios Design via Parametric Skew-t Distribution
    scientific article from arXiv

      Statements

      6 June 2022
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      eess.SP
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      Rui Zhou
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      Xiwen Wang
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      Jiaxi Ying
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