Efficient and scalable parametric high-order portfolios design via the skew-t distribution

DOI10.1109/TSP.2023.3314278zbMATH Open1548.91115MaRDI QIDQ6603756FDOQ6603756

Authors: Xiwen Wang, Rui Zhou, Jiaxi Ying, D. P. Palomar 

Publication date: 12 September 2024

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Portfolio theory (91G10)

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