On The Direction of Preference for Moments of Higher Order Than The Variance
暂无分享,去创建一个
[1] Fred D. Arditti. RISK AND THE REQUIRED RETURN ON EQUITY , 1967 .
[2] William H. Jean. The Extension of Portfolio Analysis to Three or More Parameters , 1971, Journal of Financial and Quantitative Analysis.
[3] Haim Levy,et al. Investment and Portfolio Analysis. , 1972 .
[4] S. Tsiang. The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money , 1972 .
[5] DISTRIBUTION MOMENTS AND EQUILIBRIUM: A COMMENT , 1972 .
[6] M. Rubinstein.. The Fundamental Theorem of Parameter-Preference Security Valuation , 1973, Journal of Financial and Quantitative Analysis.
[7] Richard W. McEnally. A NOTE ON THE RETURN BEHAVIOR OF HIGH RISK COMMON STOCKS , 1974 .
[8] R. Litzenberger,et al. SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS , 1976 .
[9] W. L. Beedles,et al. Diversification in a Three-Moment World , 1978, Journal of Financial and Quantitative Analysis.