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Maybe you like working with coskewness. But it is not needed if you just want to estimate the skewness of the portfolio. If you have retunr times serise $(r^i_t)_{t=1}^T$ for each asset $i$ and the weights $w_i$ that these assets have in your portfolio then you can form $$ r_t = \sum_{i=1}^6 w_i r^i_t \quad \text{for each } t, $$ and you simple estimate all ...



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