Coding up Portfolio Coskewness
이전 댓글 표시
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.
답변 (0개)
카테고리
도움말 센터 및 File Exchange에서 Risk Management Toolbox에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
