Measurement used to calculate risk estimation of a security as compared to market risk.
Related information about coskewness:
- Coskewness Definition | Investopedia
All else being equal, a positive coskewness means that the first variable's probability distribution is skewed to the right of the second variable's distribution.
- Conditional coskewness and asset pricing - Simon Fraser University
Aug 23, 2006 ... We explore the empirical usefulness of conditional coskewness to explain the ... emerges from the coskewness factor of Harvey and Siddique ...
- Optimal Hedge Fund Allocation with Improved ... - EDHEC-Risk
Coskewness, and Cokurtosis Parameters . ... Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters - September ...
- Theory - Beta Coskewness & Beta Cokurtosis
Theory, Risk Measures, Beta Coskewness, Beta Cokurtosis.
- THE VALUE OF COSKEWNESS IN EVALUATING MUTUAL FUNDS
This paper analyzes the role of coskewness in mutual funds performance ... of funds based on risk adjusted returns without considering coskewness would ...
- Testing Asset Pricing Models with Coskewness - Università della ...
asset pricing model including coskewness is tested by checking the validity ... explained by either covariance or coskewness with the market. However, this ...
- Idiosyncratic Coskewness and Equity Return Anomalies - Bank of ...
We find that there is a negative (positive) relation between idiosyncratic coskewness and equity returns when idiosyncratic coskewness betas are positive ...
- Default Risk, Idiosyncratic Coskewness and Equity Returns by ...
Mar 18, 2009 ... In this paper, we intend to explain an empirical finding that distressed stocks delivered anomalously low returns (Campbell et. al. 2008).