✦ LIBER ✦

Skewed Normal Variance-Mean Models for Asset Pricing and the Method of Moments

✍ Scribed by Annelies Tjetjep; Eugene Seneta

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

MEAN VARIANCE PREFERENCES, EXPECTATIONS

✍ Volker Böhm; Carl Chiarella 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 480 KB

An analysis of variance test for lineari

✍ Robert C. Klemkosky; Bruce G. Resnik 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 1003 KB

Mean-lower partial moment asset pricing

✍ Larry A. Cox; Gary L. Griepentrog 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 919 KB

Applying the method of simulated moments

✍ Reiner Franke 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 224 KB

Asset pricing models, the labour theory

✍ Steve Toms 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 169 KB

On estimating the mean and variance of s

✍ A. C. Cohen 📂 Article 📅 1951 🏛 Springer Japan 🌐 English ⚖ 319 KB