Asset pricing with skewed-normal return

Finance Research Letters

Volumn 10, Issue 2, 2013, Pages 50-57

  Carmichael, Benoît ^a   Coën, Alain ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

Author keywords

Asset pricing; Coskewness; Skew normal distribution; Skewness

Indexed keywords

EID: 84881223622     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2013.01.001     Document Type: Article

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