C. J. Adcock. Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution. European Journal of Operational Research, 234(2):392-401, 2014. [doi]
@article{Adcock14,
title = {Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution},
author = {C. J. Adcock},
year = {2014},
doi = {10.1016/j.ejor.2013.07.011},
url = {http://dx.doi.org/10.1016/j.ejor.2013.07.011},
researchr = {https://researchr.org/publication/Adcock14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {234},
number = {2},
pages = {392-401},
}