Introduction
Data
Aim and hypotheses
Assumptions

Variable type and design
Independence between subjects
Normality
Sphericity
Outliers

Repeated measures ANOVA in R

With the {rstatix} package
With base R
Interpretations

Post-hoc tests
Summary
Ref…

Introduction Portfolio construction often relies on mean–variance optimization or factor models. Yet, recent research highlights the importance of skewness—the third statistical moment—as a driver of asset returns. Assets with lottery-like payoffs (high positive skewness) tend to be overpriced, while negatively skewed assets are often underpriced. A 66‑page …