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ROM Simulation with Exact Means, Covariances, and Multivariate Skewness

Reference

Hanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Pension Finance, Asset-liability Management and Parameter Uncertainty, Bolzano.

Publication Type

Presentation at Scholarly Conference