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Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Mencía, Javier;
Sentana, Enrique
2-Jun-2009
Generalised hyperbolic distribution;
Maximum likelihood;
Portfolio frontiers;
Sortino ratio;
Spanning tests;
Tail dependence;
Valoración de activos;
Modelización econométrica;
Modelos econométricos
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Portfolio frontiers [1]
Sortino ratio [1]
Spanning tests [1]
Tail dependence [1]
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