"Tangency portfolio weights under a skew-normal model in small and large ..."

Farrukh Javed, Stepan Mazur, Erik Thorsén (2024)

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DOI: 10.1080/01605682.2023.2249935

access: closed

type: Journal Article

metadata version: 2024-09-08

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Farrukh Javed, Stepan Mazur, Erik Thorsén:
Tangency portfolio weights under a skew-normal model in small and large dimensions. J. Oper. Res. Soc. 75(7): 1395-1406 (2024)

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