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Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre, (2003)
Extreme financial risks : from dependence to risk management
Malevergne, Yannick, (2006)
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra, (2022)
How skewness influences optimal allocation in a risky asset?
Eling, Martin, (2013)
Skewness in hedge funds returns : classical skewness coefficients vs Azzalini's skewness parameter
Eling, Martin, (2010)
Internal vs. external risk measures : how capital requirements differ in practice