Hits 1-2 within 2 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