Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
| Year of publication: |
2009
|
|---|---|
| Authors: | Mencía, Javier ; Sentana, Enrique |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 153.2009, 2, p. 105-121
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