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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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One way to this is the following (you can code all these constraints if you use the right software, I am doing such things using mathematica) You define $w_{i,j}$ which is the weight of asset $j$ in subportfolio $i$, furthermore you define $w =(w_j)_{j=1}^{\text{no of assets}}$ the total weight of the portfolio in asset $j$. the objects for the ...


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The portfolio is worth 40000, after adding to it it will be worth 40000+X. The portfolio now has 16000 in bonds, after adding it will have 16000+X in bonds. Find X such that (16000+X)/(40000+X) = 0.52 The answer is 10000.



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