On the pricing of expected idiosyncratic skewness (Q2158688)
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scientific article; zbMATH DE number 7563110
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| English | On the pricing of expected idiosyncratic skewness |
scientific article; zbMATH DE number 7563110 |
Statements
On the pricing of expected idiosyncratic skewness (English)
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26 July 2022
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expected idiosyncratic skewness
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probability weighting
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common factor
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0.7496755123138428
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0.7456265091896057
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0.7201963067054749
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0.7090476155281067
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0.7078892588615417
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