Theoretical Foundations of Higher Moments when Pricing Assets

Bertrand Maillet () and Emmanuel Jurczenko
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Bertrand Maillet: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique
Emmanuel Jurczenko: ESCP-EAP - ESCP-EAP - Ecole Supérieure de Commerce de Paris

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

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00308992

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