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