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Journal Articles International Journal of Business Year : 2008

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

Philippe Bertrand
Centre d'Études et de Recherche en Gestion d'Aix-Marseille
Costin Protopopescu
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Quantitative Finance [q-fin] General Finance [q-fin.GN]

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https://hal-amu.archives-ouvertes.fr/hal-01833104

Submitted on : Monday, July 9, 2018-1:35:56 PM

Last modification on : Thursday, July 14, 2022-4:08:00 AM

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hal-01833104 , version 1 (09-07-2018)

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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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