"Targeting Kollo skewness with random orthogonal matrix simulation."

Carol Alexander, Xiaochun Meng, Wei Wei (2022)

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DOI: 10.1016/J.EJOR.2021.09.003

access: closed

type: Journal Article

metadata version: 2025-03-03

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Carol Alexander, Xiaochun Meng, Wei Wei:
Targeting Kollo skewness with random orthogonal matrix simulation. Eur. J. Oper. Res. 299(1): 362-376 (2022)

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