ON THE DIRECTION OF PREFERENCE FOR MOMENTS OF HIGHER-ORDER THAN THE VARIANCE

被引：313

作者：

SCOTT, RC

HORVATH, PA

机构：

来源：

关键词：

D O I：

10.2307/2327209

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：915 / 919

页数：5

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[3]

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JEAN, WH .

[5]

KAPLANSKI I, 1945, AM STATISTICAL ASS J, V40, P259

[6] SKEWNESS PREFERENCE AND VALUATION OF RISK ASSETS [J].

KRAUS, A ;

LITZENBERGER, RH .

[7]

LEVY H, 1972, INVESTMENT PORTFOLIO, P249

[8]

MCENALLY RW, 1974, J FINANCE MAR

[9]

RUBENSTEIN ME, 1973, J FINANCIAL QUANTITA, V1, P61

[10]

SIMKOWITZ MA, 1978, J FINANCIAL QUANTITA, P927