Construct · 1 fields · 1 citations

coskewness: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
coskewness1 CONSTRUCTCoskewness (Asset)HARVEY · ASSET PRICING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

the contribution of an asset to the skewness of a diversified portfolio, which investors price because they dislike negative skewness.

In asset pricing, coskewness refers to the contribution of an asset to the skewness of a diversified portfolio, which investors price because they dislike negative skewness. This meaning comes from Harvey (2000) in The Journal of Finance.[1]

Unit
Recovery means
Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructscontribution2 fields · 3 citationsjingle · one word, two carriersportfolio3 fields · 3 citationsjingle · one word, three constructs

References

  1. Harvey, C. R., & Siddique, A. (2000). Conditional Skewness in Asset Pricing Tests. The Journal of Finance, 55(3), 1263-1295. https://doi.org/10.1111/0022-1082.00247

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