【作者(必填)】
A Kraus…
【文题(必填)】
Skewness preference and the valuation of risk assets

【年份(必填)】1976

【全文链接或数据库名称(选填)】
Skewness preference and the valuation of risk assetsA Kraus… - The Journal of Finance, 1976 - JSTOR
... displaying constant relative risk aversion. Under proportional stochastic growth the
market price of standard deviation reduction, bl/aM, and the market price of skewness,
b2/mM, are intertemporal constants. Let the random variable ...
被引用次数：976 - 相关文章 - 所有 6 个版本