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Asset Pricing, Higher Moments, and the Market Risk Premium: A Note
Data up to Jan 2025
Published1985
Citations102
References5
Total Citations Per Year
Abstract
References (5)
An Introduction to the Theory of Statistics
1911 • 4,589 citations
SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*
1976 • 1,562 citations
An Introduction to the Theory of Statistics
1973 • 1,503 citations
The Fundamental Theorem of Parameter-Preference Security Valuation
1973 • 472 citations
Co‐Skewness and Capital Asset Pricing
1980 • 260 citations
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