Work

Multivariate Location-Scale Mixtures of Normals and Mean-Variance-Skewness Portfolio Allocation

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1413060

Authors: Javier Mencia, Enrique Sentana

Institutions: Bank of Spain, Centro de Estudios Monetarios y Financieros, Centre for Economic Policy Research, London School of Economics and Political Science

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1867322671

Cites: 20

Cited by: 53

Related to: 10