Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution
| Year of publication: |
2010
|
|---|---|
| Authors: | Denuit, Michel ; Eeckhoudt, Louis ; Rey, Béatrice |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 176.2010, 1, p. 221-235
|