Beta and Coskewness Pricing: Perspective from Probability Weighting (Q6192849)
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scientific article; zbMATH DE number 7815789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beta and Coskewness Pricing: Perspective from Probability Weighting |
scientific article; zbMATH DE number 7815789 |
Statements
Beta and Coskewness Pricing: Perspective from Probability Weighting (English)
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12 March 2024
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behavioral finance
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probability weighting
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rank-dependent utility
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asset pricing
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beta anomaly
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