In August 2019, at the end of one of the Nonviolent Global Liberation (NGL) retreats, the retreat team sat in the center of the circle and began to engage in a fully transparent process for ...

There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...

Intech Investment Management recently published a primer on monitoring market stress by way of several risk metrics, including skewness of returns (SoR). In the grand scheme of quantifying risk, SoR ...