FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4281629413> ?p ?o ?g. }

• W4281629413 endingPage "70" @default.
• W4281629413 startingPage "48" @default.
• W4281629413 abstract "It is a matter of common observation that investors value substantial gains but are averse to heavy losses. Obvious as it may sound, this translates into an interesting preference for right‐skewed return distributions, whose right tails are heavier than their left tails. Skewness is thus not only a way to describe the shape of a distribution, but also a tool for risk measurement. We review the statistical literature on skewness and provide a comprehensive framework for its assessment. Then, we present a new measure of skewness, based on the decomposition of variance in its upward and downward components. We argue that this measure fills a gap in the literature and show in a simulation study that it strikes a good balance between robustness and sensitivity." @default.
• W4281629413 created "2022-06-13" @default.
• W4281629413 creator A5023657634 @default.
• W4281629413 creator A5041089378 @default.
• W4281629413 creator A5045767347 @default.
• W4281629413 date "2022-06-13" @default.
• W4281629413 modified "2023-10-14" @default.
• W4281629413 title "Assessing skewness in financial markets" @default.
• W4281629413 cites W1547373531 @default.
• W4281629413 cites W1590253648 @default.
• W4281629413 cites W1964093892 @default.
• W4281629413 cites W1979593580 @default.
• W4281629413 cites W1983038373 @default.
• W4281629413 cites W1993067437 @default.
• W4281629413 cites W1994608877 @default.
• W4281629413 cites W2013759403 @default.
• W4281629413 cites W2021447134 @default.
• W4281629413 cites W2022285029 @default.
• W4281629413 cites W2044864201 @default.
• W4281629413 cites W2045135637 @default.
• W4281629413 cites W2060816262 @default.
• W4281629413 cites W2065375802 @default.
• W4281629413 cites W2089211247 @default.
• W4281629413 cites W2090637028 @default.
• W4281629413 cites W2091567346 @default.
• W4281629413 cites W2092871037 @default.
• W4281629413 cites W2097233971 @default.
• W4281629413 cites W2108855171 @default.
• W4281629413 cites W2111741784 @default.
• W4281629413 cites W2115955898 @default.
• W4281629413 cites W2125839743 @default.
• W4281629413 cites W2155066603 @default.
• W4281629413 cites W2167378657 @default.
• W4281629413 cites W2168337547 @default.
• W4281629413 cites W2477029714 @default.
• W4281629413 cites W2997033014 @default.
• W4281629413 cites W3121239128 @default.
• W4281629413 cites W3121240017 @default.
• W4281629413 cites W3122199719 @default.
• W4281629413 cites W4239584046 @default.
• W4281629413 cites W4245239895 @default.
• W4281629413 cites W4253146724 @default.
• W4281629413 cites W4310632455 @default.
• W4281629413 cites W67460294 @default.
• W4281629413 doi "https://doi.org/10.1111/stan.12273" @default.
• W4281629413 hasPublicationYear "2022" @default.
• W4281629413 type Work @default.
• W4281629413 citedByCount "0" @default.
• W4281629413 crossrefType "journal-article" @default.
• W4281629413 hasAuthorship W4281629413A5023657634 @default.
• W4281629413 hasAuthorship W4281629413A5041089378 @default.
• W4281629413 hasAuthorship W4281629413A5045767347 @default.
• W4281629413 hasBestOaLocation W42816294131 @default.
• W4281629413 hasConcept C104317684 @default.
• W4281629413 hasConcept C105795698 @default.
• W4281629413 hasConcept C121955636 @default.
• W4281629413 hasConcept C122342681 @default.
• W4281629413 hasConcept C124101348 @default.
• W4281629413 hasConcept C149782125 @default.
• W4281629413 hasConcept C162324750 @default.
• W4281629413 hasConcept C185592680 @default.
• W4281629413 hasConcept C196083921 @default.
• W4281629413 hasConcept C2780009758 @default.
• W4281629413 hasConcept C2781249084 @default.
• W4281629413 hasConcept C33923547 @default.
• W4281629413 hasConcept C41008148 @default.
• W4281629413 hasConcept C55493867 @default.
• W4281629413 hasConcept C63479239 @default.
• W4281629413 hasConceptScore W4281629413C104317684 @default.
• W4281629413 hasConceptScore W4281629413C105795698 @default.
• W4281629413 hasConceptScore W4281629413C121955636 @default.
• W4281629413 hasConceptScore W4281629413C122342681 @default.
• W4281629413 hasConceptScore W4281629413C124101348 @default.
• W4281629413 hasConceptScore W4281629413C149782125 @default.
• W4281629413 hasConceptScore W4281629413C162324750 @default.
• W4281629413 hasConceptScore W4281629413C185592680 @default.
• W4281629413 hasConceptScore W4281629413C196083921 @default.
• W4281629413 hasConceptScore W4281629413C2780009758 @default.
• W4281629413 hasConceptScore W4281629413C2781249084 @default.
• W4281629413 hasConceptScore W4281629413C33923547 @default.
• W4281629413 hasConceptScore W4281629413C41008148 @default.
• W4281629413 hasConceptScore W4281629413C55493867 @default.
• W4281629413 hasConceptScore W4281629413C63479239 @default.
• W4281629413 hasFunder F4320311022 @default.
• W4281629413 hasIssue "1" @default.
• W4281629413 hasLocation W42816294131 @default.
• W4281629413 hasLocation W42816294132 @default.
• W4281629413 hasLocation W42816294133 @default.
• W4281629413 hasOpenAccess W4281629413 @default.
• W4281629413 hasPrimaryLocation W42816294131 @default.
• W4281629413 hasRelatedWork W1527490687 @default.
• W4281629413 hasRelatedWork W1994608877 @default.
• W4281629413 hasRelatedWork W2016907061 @default.
• W4281629413 hasRelatedWork W2055761234 @default.
• W4281629413 hasRelatedWork W2144476245 @default.
• W4281629413 hasRelatedWork W2238557773 @default.
• W4281629413 hasRelatedWork W2784874440 @default.
• W4281629413 hasRelatedWork W3005941934 @default.

• next