EconPapers    
Economics at your fingertips  
 

The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class

George A. Christodoulakis () and David A. Peel

Finance Research Letters, 2006, vol. 3, issue 4, pages 273-276

Date: 2006

Downloads: (external link)
http://www.sciencedirect.com/science/article/B7CPP ... e4dd2c1721f252d220f9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:finlet:v:3:y:2006:i:4:p:273-276

Access Statistics for this article

Finance Research Letters is edited by R. Gençay

More articles in Finance Research Letters from Elsevier
Series data maintained by Heidi Boesdal ().

 
Page updated 2009-11-23
Handle: RePEc:eee:finlet:v:3:y:2006:i:4:p:273-276