Risk aversion and skewness preference

Journal of Banking and Finance

Volumn 32, Issue 7, 2008, Pages 1178-1187

  Post, Thierry ^a   van Vliet, Pim ^a   Levy, Haim ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

3M CAPM; Asset pricing; Asymmetry; Co skewness

Indexed keywords

EID: 43949084402     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.02.008     Document Type: Article

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