The R package PerformanceAnalytics contains all the functions for coskewness, cokurtosis, and their beta formulations.

Regards,

Brian
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Pasha Zulfuqali <pzulfugarli@gmail.com> wrote:

Dear All, I will really appreciate any advice how to calculate skewness of portfolio of 10 stocks. I know I need to calcualte coskewness matrix but don't now how to do in practice by which software.. Thank you in advance.. 	[[alternative HTML version deleted]]_____________________________________________
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