1 Mutual fund separation in financial theory—The separating distributions

Stephen A. Ross
Journal of Economic Theory
Volume 17, Issue 2, April 1978, Pages 254-286

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2 Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
Javier Mencíaa,  and Enrique Sentanab
Journal of Econometrics
Volume 153, Issue 2, December 2009, Pages 105-121
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