Skewness and kurtosis are all log values .

偏度和峰度系数为对数转换后的值。

The skewness and kurtosis properties of some hedge fund strategies are definitely more attractive than others .

某些对冲基金策略的偏斜度和峰度特性，肯定会比其它策略更有吸引力。

Adding these strategies to a portfolio will reduce standard deviation but it will at the same time reduce skewness , that is increase the risk of a nasty surprise .

在投资组合中运用这些策略确实能够降低标准差，但同时也会削弱偏斜度，也就是说会增加出现负面意外结果的风险。

Skewness persistence and portfolio selection : evidence from the tokyo stock exchange .

偏度持续性与组合选择对东京股票交易所的实证研究。

In addition , after the crisis , there are feedbacks of skewness and return in both two markets .

另外，两个市场的隐含波动率偏态及报酬在危机发生后皆存在反馈现象。