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Portfolio Co-skewness and Co-Kurtosis matrices VBA

AI-generated Abstract

This research explores the Portfolio Co-skewness and Co-Kurtosis matrices, utilizing Visual Basic for Applications (VBA) to develop tools for analyzing the skewness and kurtosis of financial portfolio returns. The findings emphasize the importance of co-skewness and co-kurtosis in understanding portfolio risk and return dynamics, enhancing traditional portfolio assessment methods. The proposed VBA matrices provide practical applications for enhancing financial decision-making.