Articlegreen1985

Asset Pricing, Higher Moments, and the Market Risk Premium: A Note

96 citations0/0 files storedThe Journal of Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1973The Fundamental Theorem of Parameter-Preference Security Valuation 1980Co-Skewness and Capital Asset Pricing

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