请问portfolio的kutosis 和 skewness咋算啊? - Quant版 - 未名存档

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Quant版 - 请问portfolio的kutosis 和 skewness咋算啊?

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i*****r 发帖数: 1302	1 我有weight(1n)和return(tn)
Q*********r 发帖数: 93	2 Why can't you just calculate the (t1) portfolio returns and then calculate sample k and s? You can even do it easily in Excel. -brett 【在 i***r 的大作中提到】 : 我有weight(1n)和return(t*n)

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