Pages that link to "Item:Q645438"
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The following pages link to Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438):
Displaying 5 items.
- A proof for the existence of multivariate singular generalized skew-elliptical density functions (Q722655) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Some new results on value ranges of risks for mean-variance portfolio models (Q2446404) (← links)
- Stein’s Lemma for generalized skew-elliptical random vectors (Q5078520) (← links)
