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Keyphrases
Generalized Skew-elliptical Distributions
100%
Elliptical Distribution
92%
Archimedean Copula
66%
Copula
64%
Dependence Structure
57%
Portfolio Optimization
57%
Elliptical Family
57%
Optimal Portfolio Selection
47%
Copula Function
45%
Explicit Formula
42%
Risk Measures
42%
Normal Students
42%
Family of Distributions
42%
Generalized gamma
28%
Dependence Parameter
28%
Electricity Demand
28%
Archimedean
28%
Demand Estimation
28%
Peak Demand
28%
Generalized Exponential Family
28%
Vector-valued
28%
Cumulants
28%
Elliptical Densities
28%
Utility Function
28%
Explicit Solution
28%
Generalized Measure
28%
Mean-variance-skewness Model
28%
Analytic Solution
28%
Free Will
28%
Density Function
28%
Exponential Family Distribution
28%
Random Vector
28%
Stein's Lemma
28%
Affine Transformation
28%
Retrocausality
28%
Copula Model
28%
Multivariate Tail Conditional Expectation
28%
Student-t Distribution
28%
Actuarial Science
28%
Numerical Examples
28%
Tail Conditional Moments
28%
Kurtosis
28%
Log-elliptical Distribution
28%
Skew-normal Distribution
26%
Skewness
23%
Random Variables
21%
Skew-normal
21%
Mathematics
Skew Elliptical Distribution
95%
Elliptical Distribution
95%
Copula
85%
Archimedean
85%
Mean-Variance
57%
Conditionals
47%
Dependence Structure
45%
Skewness
42%
Explicit Formula
38%
Density Function
33%
Exponential Family
28%
Indeterminism
28%
Random Vector
28%
Cumulants
28%
Explicit Solution
28%
Utility Function
28%
Physical Law
28%
Concludes
28%
Fisher Information
28%
Affine Transformation
28%
Forecaster
28%
Conditional Expectation
28%
Risk Measure
26%
Numerical Example
23%
Actuarial Science
23%
Skew-Normal Distribution
21%