the articles & research center news
Professor - Conservatoire National des Arts et Métiers, Senior Advisor, Amundi
Thibault BOURGERON, Edmond LEZMI, Thierry RONCALLI
Marie BRIERE, Sébastien POUGET, Loredana URECHE-RANGAUC
Working paper : "Until recently, this issue has been seen as a purely statistical problem, since skewness corresponds to the third statistical moment of a probability distribution. However, in finance, the concept of skewness is more related to extreme events that produce portfolio losses."
Edmond LEZMI, Hassan MALONGO ELOUAÏ, Thierry RONCALLI, Raphaël SOBOTKA
Lauren STAGNOL, Bruno TAILLARDAT