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Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns.

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Title: Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns.
Authors: Loperfido, Nicola1, Shushi, Tomer2, tomershu@bgu.ac.il
Source: Journal of Optimization Theory & Applications; Oct2023, Vol. 199 Issue 1, p143-166, 24p
Database: Applied Science & Technology Source
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  Data: Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns.
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        Value: 10.1007/s10957-023-02252-x
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      – Code: eng
        Text: English
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        PageCount: 24
        StartPage: 143
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      – TitleFull: Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns.
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              Text: Oct2023
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              Y: 2023
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