Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-Student distribution

Published 2013 View Full Article

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Title
Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-Student distribution
Authors
Keywords
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Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 234, Issue 2, Pages 392-401
Publisher
Elsevier BV
Online
2013-07-21
DOI
10.1016/j.ejor.2013.07.011

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