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Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis
Christodoulakis, George A.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 227-233
Persistent link: https://www.econbiz.de/10003219479
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The relationship between expected utility and higher monents for distributions captured by the Gram-Charlier class
Christodoulakis, George A.
;
Peel, David
- In:
Finance research letters
3
(
2006
)
4
,
pp. 273-276
Persistent link: https://www.econbiz.de/10003390655
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