Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution

Fuente: arXiv

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Bibliographic Details
Main Authors:	Calderín-Ojeda, Enrique, Chen, Yuyu, Tan, Soon Wei
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.00568