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

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class. / Peel, David; Christodoulakis, G.
In: Finance Research Letters, Vol. 3, No. 4, 2006, p. 273-276.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Peel, D & Christodoulakis, G 2006, 'The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class', Finance Research Letters, vol. 3, no. 4, pp. 273-276.

APA

Peel, D., & Christodoulakis, G. (2006). The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class. Finance Research Letters, 3(4), 273-276.

Vancouver

Peel D, Christodoulakis G. The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class. Finance Research Letters. 2006;3(4):273-276.

Author

Peel, David ; Christodoulakis, G. / The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class. In: Finance Research Letters. 2006 ; Vol. 3, No. 4. pp. 273-276.

Bibtex

@article{9871150f241e4d0e95cbb9ae7ec825c0,
title = "The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class",
author = "David Peel and G. Christodoulakis",
year = "2006",
language = "English",
volume = "3",
pages = "273--276",
journal = "Finance Research Letters",
issn = "1544-6123",
publisher = "Elsevier BV",
number = "4",

}

RIS

TY - JOUR

T1 - The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class

AU - Peel, David

AU - Christodoulakis, G.

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 3

SP - 273

EP - 276

JO - Finance Research Letters

JF - Finance Research Letters

SN - 1544-6123

IS - 4

ER -