Carol Alexander, Xiaochun Meng, Wei Wei. Targeting Kollo skewness with random orthogonal matrix simulation. European Journal of Operational Research, 299(1):362-376, 2022. [doi]
@article{AlexanderMW22,
title = {Targeting Kollo skewness with random orthogonal matrix simulation},
author = {Carol Alexander and Xiaochun Meng and Wei Wei},
year = {2022},
doi = {10.1016/j.ejor.2021.09.003},
url = {https://doi.org/10.1016/j.ejor.2021.09.003},
researchr = {https://researchr.org/publication/AlexanderMW22},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {299},
number = {1},
pages = {362-376},
}