The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class
| Year of publication: |
2006
|
|---|---|
| Authors: | Christodoulakis, George ; Peel, David |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 3.2006, 4, p. 273-276
|
| Publisher: |
Elsevier |