Problem 3074. Compute the cokurtosis of a given portfolio.
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2 Comments
bainhome
on 30 Apr 2020
The author intenionally hide some info about the website's matlab code, since both of fomula and code calculate M4 with slightly different way, in Cody, you DO NOT NEED to minus the mean of P, unlike this website's code actually did that. I learned that in hard way, but deeply hope you guys enjoy to optimize this code.
Dyuman Joshi
on 17 Nov 2021
A major part of the article including the code is not accessible to non-members of the website.
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