Concepedia

Skewness Preference and the Valuation of Risk Assets

Alan Kraus, Robert H. Litzenberger

The Journal of Finance · 1976 · 757 citations · 0 references

Concepts

BusinessEconomicsFinanceAsset PricingFinancial EconomicsRisk AnalysisFinancial RiskMarket RiskOption PricingRisk AversionRisk PreferencesValue At RiskAsymmetry In ValuationsPortfolio Choice Under RiskPreference Under UncertaintySkewness PreferenceValuation Under Information Asymmetry