The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis

Philippe Bertrand 1 Costin Protopopescu
1 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille
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https://hal-amu.archives-ouvertes.fr/hal-01833104
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 1:35:56 PM
Last modification on : Friday, December 14, 2018 - 11:03:23 AM

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Philippe Bertrand, Costin Protopopescu. The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis. International Journal of Business, 2008, ⟨10.2139/ssrn.2666524⟩. ⟨hal-01833104⟩

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