Does individual-stock skewness/coskewness reflect portfolio risk?
Year of publication: |
November 2015
|
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Authors: | Kim, Thomas |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 167-174
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Subject: | Diversification | Portfolio skewness | Co-skewness | Idiosyncratic skewness | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Risiko | Risk | Börsenkurs | Share price | Diversifikation |
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