“What are the return-distribution characteristics associated with alternative investment strategies that reduce downside risk?”
(Institute 115)
Which of the following is the most appropriate response to Howard’s question?
Positive skewness and low kurtosis.
Positive skewness and high kurtosis.
Negative skewness and high kurtosis.
已经是右偏了,怎么能是low kurtosis呢?书后题课件完全没讲