"The Skew Normal multivariate risk measurement framework."

Mauro Bernardi, Roy Cerqueti, Arsen Palestini (2020)

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DOI: 10.1007/S10287-019-00350-8

access: closed

type: Journal Article

metadata version: 2025-01-19

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Mauro Bernardi, Roy Cerqueti, Arsen Palestini:
The Skew Normal multivariate risk measurement framework. Comput. Manag. Sci. 17(1): 105-119 (2020)

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