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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