SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*Alan Kraus, Robert H. Litzenberger1976-09-01articleThe Journal of Finance1,808 citationsclosedNo readable copy stored yet — this record is metadata only.Decision-Making and Behavioral EconomicsFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,808 citations exist upstream.References1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1973Risk, Return, and Equilibrium: Empirical Tests1970Efficient Capital Markets: A Review of Theory and Empirical Work1952PORTFOLIO SELECTION*1964Risk Aversion in the Small and in the Large1976Risk Aversion in the Small and in the Large1972Essays in the Theory of Risk-Bearing.Cited by1981The relationship between return and market value of common stocks2000Conditional Skewness in Asset Pricing Tests2015… and the Cross-Section of Expected Returns1988Theory of Financial Decision Making.2002The jump-risk premia implicit in options: evidence from an integrated time-series study2010Maxing out: Stocks as lotteries and the cross-section of expected returns2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options