There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...
Skewed Results The practice of diversification is justly popular, not only because it reduces portfolio risk but also because, at least for equity investors, it improves the odds of landing a winner.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback