Hits 1-3 within 3 documents
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.105-121
A comparison of mean-variance efficiency tests [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.16-34
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.10-