Coding up Portfolio Coskewness
Afficher commentaires plus anciens
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.
Réponses (0)
Catégories
En savoir plus sur Portfolio Optimization and Asset Allocation dans Centre d'aide et File Exchange
le 14 Oct 2013
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
