Coding up Portfolio Coskewness

14 Ott 2013
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Hi all, I am looking to write a modified VaR function in mean-variance optimisation. However, I am stuck on coding up a coskewness measure. Does anybody have any advice on how to calcuate the skewness of a portfolio? Thanks very much.

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Seamus
Seamus
il 14 Ott 2013

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