Skewness risk (source code)

= Skewness risk
{wiki=Skewness_risk}

Skewness risk refers to the risk associated with the skewness of a distribution, particularly in the context of asset returns or investment portfolios. Skewness is a statistical measure that indicates the asymmetry of a distribution. A distribution can be positively skewed (right-skewed) or negatively skewed (left-skewed): - **Positive Skewness:** This indicates that the right tail of the distribution is longer or fatter than the left tail.