There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...
Intech Investment Management recently published a primer on monitoring market stress by way of several risk metrics, including skewness of returns (SoR). In the grand scheme of quantifying risk, SoR ...
In August 2019, at the end of one of the Nonviolent Global Liberation (NGL) retreats, the retreat team sat in the center of the circle and began to engage in a fully transparent process for ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback