scholarly journals Multivariate Location-Scale Mixtures of Normals and Mean-Variance-Skewness Portfolio Allocation

2009 ◽  
Author(s):  
Javier Mencia ◽  
Enrique Sentana
Keyword(s):  
Portfolio Allocation ◽  
Scale Mixtures ◽  
Multivariate Location ◽  
Scale Mixtures Of Normals ◽  
Mean Variance

scholarly journals Using Scale Mixtures Of Normals To Model Continuously Compounded Returns

2005 ◽  
Vol 4 (1) ◽  
pp. 214-226
Author(s):  
Hasan Hamdan ◽  
John Nolan ◽  
Melanie Wilson ◽  
Kristen Dardia
Keyword(s):  
Scale Mixtures ◽  
Scale Mixtures Of Normals
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