Konu "Skewness" için Makale Koleksiyonu listeleme
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Alpha-skew generalized t distribution [Distribución t generalizada alfa sesgada]
(Universidad Nacional de Colombia, 2015)The alpha-skew normal (ASN) distribution has been proposed recently in the literature by using standard normal distribution and a skewing approach. Although ASN distribution is able to model both skew and bimodal data, it ... -
Mean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection
(MDPI AG, 2011)In this study, we present a multi-objective approach based on a mean-variance-skewness-entropy portfolio selection model (MVSEM). In this approach, an entropy measure is added to the mean-variance-skewness model (MVSM) to ...