1 Skewness Preference and the Valuation of Risk Assets
Alan Kraus and Robert H. Litzenberger
The Journal of Finance
Vol. 31, No. 4 (Sep., 1976), pp. 1085-1100
(article consists of 16 pages)
Published by: Blackwell Publishing for the American Finance Association
Stable URL: http://www.jstor.org/stable/2326275

2 Risk aversion and skewness preference
Thierry Post , Pim van Vlieta and Haim Levy
Journal of Banking & Finance
Volume 32, Issue 7, July 2008, Pages 1178-1187
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCY-4PTW4PC-1&_user=10&_coverDate=07%2F31%2F2008&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1707768403&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=59ca3bd0c068d63be47fc0dd79466070&searchtype=a