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搜索结果: 1-3 共查到经济学 Skewness相关记录3条 . 查询时间(0.114 秒)
This paper proposes an approach for generation portfolio allocation based on mean–variance–skewness (MVS) model which is an extension of the classical mean–variance (MV) portfolio theory, to deal with...
This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that joint...
We develop a series of cross-sectional regression specifications to forecast skewness in the daily returns of individual stocks. Negative skewness is most pronounced in stocks that have experien...

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