Skewed distributions in finance and actuarial science: a review
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/1351847X.2012.720269
Reference152 articles.
1. On the coherence of expected shortfall
2. Capital Asset Pricing for UK Stocks under the Multivariate Skew-Normal Distribution
3. Exploiting skewness to build an optimal hedge fund with a currency overlay
4. Extensions of Stein's Lemma for the Skew-Normal Distribution
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