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Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-$t$ Distribution.
Xiwen Wang
Rui Zhou
Jiaxi Ying
Daniel P. Palomar
Published in:
IEEE Trans. Signal Process. (2023)
Keyphrases
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high order
higher order
pairwise
lower order
design process
low order
multiscale
user interface
probability distribution
highly scalable
fourth order
bayesian logistic regression