Skewness risk premium : theory and empirical evidence :: Thorsten Lehnert :: Centre for Economic Policy Research :: OBNB, the Open British National Bibliography

Publication Data

Title Skewness risk premium : theory and empirical evidence
Author Thorsten Lehnert
Contributors Yuehao Lin, Christiaan Cornelis Petrus Wolff, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 0000
Publication location London

Descriptive Notes

"Financial economics"--Cover.

Topics

Risk :: Mathematical models
Options (Finance) :: Mathematical models
Human capital
Business enterprises :: Valuation

Catalogue Data

OBNB ID GBB422809
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6453

ISBD

P1053 32 pages
P1042 Includes bibliographical references.

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Skewness risk premium : theory and empirical evidence by Thorsten Lehnert. Published by Centre for Economic Policy Research. Publication and catalogue information, links to buy online and reader comments.