Theoretical Foundations of Higher Moments when Pricing Assets

Bertrand Maillet and Emmanuel Jurczenko
Additional contact information
Emmanuel Jurczenko: ESCP-EAP - ESCP-EAP - Ecole Supérieure de Commerce de Paris

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Date: 2006
References: Add references at CitEc
Citations:

Published in Multi-moment Asset Allocation and Pricing Models, Wiley, pp.1-36, 2006

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:hal:cesptp:hal-00308992

Access Statistics for this paper

More papers in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL
Bibliographic data for series maintained by CCSD ().