EconPapers    
Economics at your fingertips  
 

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

George Christodoulakis and David Peel

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

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1544-6123(06)00026-2
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: https://EconPapers.repec.org/RePEc:eee:finlet:v:3:y:2006:i:4:p:273-276

Access Statistics for this article

Finance Research Letters is currently edited by R. Gençay

More articles in Finance Research Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:finlet:v:3:y:2006:i:4:p:273-276