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"Beta and Coskewness Pricing: Perspective from Probability Weighting."

Yun Shi, Xiangyu Cui, Xun Yu Zhou (2023)

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DOI: 10.1287/OPRE.2022.2421

access: closed

type: Journal Article

metadata version: 2023-08-18

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  dblp key:
  - journals/ior/ShiCZ23
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  - https://dblp.org/rec/journals/ior/ShiCZ23
Yun Shi, Xiangyu Cui, Xun Yu Zhou:
Beta and Coskewness Pricing: Perspective from Probability Weighting. Oper. Res. 71(2): 776-790 (2023)

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