Monthly Archives: December 2010

How skewed are the prices of stocks?

This entry is part of 23 in the series Numpy Strategies

This entry is part of 23 in the series Numpy StrategiesNumpy Strategies 0.0.7 The 3 moment CAPM takes into account the mean, variance and skewness of asset returns. An investor prefers high positive skewness and low risk, because this corresponds … Continue reading

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