A Stein type lemma for the multivariate generalized hyperbolic distribution
type: Item
instance of: scholarly article
title: A Stein type lemma for the multivariate generalized hyperbolic distribution
zbMATH Open document ID: 1403.91265
author: Steven Vanduffel
author: Jing Yao
published in: European Journal of Operational Research
publication date: 2018-05-29T00:00:00Z
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6875888
zbMATH Keywords: decision analysis
zbMATH Keywords: utility function
zbMATH Keywords: Stein's lemma
zbMATH Keywords: mean-variance optimization
zbMATH Keywords: multivariate generalized hyperbolic distribution (MGH)
MaRDI profile type: Publication
Wikidata QID: Q124802595
full work available at URL: j.ejor.2017.03.008
OpenAlex ID: W2554984958
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DOI: 10.1016/J.EJOR.2017.03.008
description: scientific article; zbMATH DE number 6875888