Beta and Coskewness Pricing: Perspective from Probability Weighting (Q6192849)

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scientific article; zbMATH DE number 7815789
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Beta and Coskewness Pricing: Perspective from Probability Weighting
scientific article; zbMATH DE number 7815789

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    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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