Calderín-Ojeda, E., Chen, Y., & Tan, S. W. (2026). Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution.
Chicago Style (17th ed.) CitationCalderín-Ojeda, Enrique, Yuyu Chen, and Soon Wei Tan. Capital Allocation and Tail Central Moments for the Multivariate Normal Mean-variance Mixture Distribution. 2026.
MLA (9th ed.) CitationCalderín-Ojeda, Enrique, et al. Capital Allocation and Tail Central Moments for the Multivariate Normal Mean-variance Mixture Distribution. 2026.
Warning: These citations may not always be 100% accurate.