# Tag Info

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 ...