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Skewness Preference In Stable Markets

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Listed:
  • Richard M. Duvall
  • Judith L. Quinn
Abstract
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Suggested Citation

  • Richard M. Duvall & Judith L. Quinn, 1981. "Skewness Preference In Stable Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(3), pages 249-263, September.
    • Handle: RePEc:bla:jfnres:v:4:y:1981:i:3:p:249-263
    as

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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1981.tb00607.x
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    References listed on IDEAS

    as
    1. Arditti, Fred D., 1971. "Another Look at Mutual Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(3), pages 909-912, June.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. Press, S. J., 1972. "Multivariate stable distributions," Journal of Multivariate Analysis, Elsevier, vol. 2(4), pages 444-462, December.
    4. Benishay, Haskel, 1973. "Market Preferences for Characteristics of Common Stocks," Economic Journal, Royal Economic Society, vol. 83(329), pages 173-191, March.
    5. John Lintner, 1965. "Security Prices, Risk, And Maximal Gains From Diversification," Journal of Finance, American Finance Association, vol. 20(4), pages 587-615, December.
    6. Fama, Eugene F, 1971. "Risk, Return, and Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 79(1), pages 30-55, Jan.-Feb..
    7. Fred D. Arditti, 1967. "Risk And The Required Return On Equity," Journal of Finance, American Finance Association, vol. 22(1), pages 19-36, March.
    8. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    9. Rubinstein, Mark E, 1973. "A Comparative Statics Analysis of Risk Premiums," The Journal of Business, University of Chicago Press, vol. 46(4), pages 605-615, October.
    10. Simonson, Donald G, 1972. "The Speculative Behavior of Mutual Funds," Journal of Finance, American Finance Association, vol. 27(2), pages 381-391, May.
    11. Francis, Jack Clark, 1975. "Skewness and Investors' Decisions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(1), pages 163-172, March.
    12. Kraus, Alan & Litzenberger, Robert H, 1976. "Skewness Preference and the Valuation of Risk Assets," Journal of Finance, American Finance Association, vol. 31(4), pages 1085-1100, September.
    13. Lease, Ronald C & Lewellen, Wilbur G & Schlarbaum, Gary G, 1974. "The Individual Investor: Attributes and Attitudes," Journal of Finance, American Finance Association, vol. 29(2), pages 413-433, May.
    14. Jean, William H., 1971. "The Extension of Portfolio Analysis to Three or More Parameters," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(1), pages 505-515, January.
    15. Ingersoll, Jonathan, 1975. "Multidimensional Security Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 785-798, December.
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