Coding up Portfolio Coskewness

9 vues (au cours des 30 derniers jours)
Seamus
Seamus le 14 Oct 2013
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.

Connectez-vous pour répondre à cette question.

Réponses (0)

Catégories

En savoir plus sur Portfolio Optimization and Asset Allocation dans Help Center et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by