HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Journal articles

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
Document type :
Journal articles
Complete list of metadata
https://hal-amu.archives-ouvertes.fr/hal-01833104
Contributor : Imane Mohat Connect in order to contact the contributor
Submitted on : Monday, July 9, 2018 - 1:35:56 PM
Last modification on : Friday, October 22, 2021 - 3:36:33 AM

Identifiers

Collections

UNIV-AMU | CERGAM | UNIV-TLN

Citation

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⟩

Export

BibTeX TEI DC DCterms EndNote Datacite

Share

Metrics

Record views

35