A Note on Measurement of Skewness

H. Russell Fogler and Robert C. Radcliffe

Journal of Financial and Quantitative Analysis, 1974, vol. 9, issue 3, 485-489

Abstract: Certainly, the concept of skewness of returns and its role in the context of portfolio analysis has gained increasing attention in recent literature. Witness the studies by Alderfer and Bierman [1], Arditti [2, 3], Jean [4], and Simonson [5]. Each of these studies has treated skewness as the third moment of a series expansion—accordingly, skewness has been measured and interpreted as a logical extension of the traditional two-dimensional return-versus-standard deviation analysis of security evaluation.

Date: 1974
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