On the pricing of expected idiosyncratic skewness (Q2158688)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the pricing of expected idiosyncratic skewness |
scientific article |
Statements
On the pricing of expected idiosyncratic skewness (English)
0 references
26 July 2022
0 references
expected idiosyncratic skewness
0 references
probability weighting
0 references
common factor
0 references