Xiwen Wang, Rui Zhou, Jiaxi Ying, and Daniel P. Palomar, “ Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution ,” IEEE Trans. on Signal Processing , vol. 71, pp. 3726-3740, 2023.
Xiwen Wang, Rui Zhou, Jiaxi Ying, and Daniel P. Palomar, “ Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution ,” IEEE Trans. on Signal Processing , vol. 71, pp. 3726-3740, 2023.