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ArticleAggregation of preferences for skewed asset returns

Fousseni Chabi-Yo2014

Article2014

Aggregation of preferences for skewed asset returns

Fousseni Chabi-Yo · Dietmar P. J. Leisen · Éric Renault

36 citations·0/0 files stored·Journal of Economic Theory

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2000Conditional Skewness in Asset Pricing Tests 2006Rare Disasters and Asset Markets in the Twentieth Century*1990Precautionary Saving in the Small and in the Large 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*2002The jump-risk premia implicit in options: evidence from an integrated time-series study 1989Precautionary Saving in the Small and in the Large

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Year2014

Typearticle

Published2014-10-05

VenueJournal of Economic Theory

ISSN-L0022-0531

Languageen

Citations36

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jet.2014.09.020

openalex_workW2092428563

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