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.

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