Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter
Eling, Martin; Farinelli, Simone; Rossello, Damiano; Tibiletti, Luisa
- 期刊名称International Journal of Managerial Finance
- 作者Eling, Martin; Farinelli, Simone; Rossello, Damiano; Tibiletti, Luisa
- 卷第6卷
- 期第4期
- 印刷ISSN1743-9132
- 文件大小209.01KB
- 发表时间2010-09-28
- DOI10.1108/17439131011074459
- 页码290-304