Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter

Author: Eling Martin   Farinelli Simone   Rossello Damiano   Tibiletti Luisa  

Publisher: Emerald Group Publishing Ltd

ISSN: 1743-9132

Source: International Journal of Managerial Finance, Vol.6, Iss.4, 2010-09, pp. : 290-304

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Abstract