Work

Functional Form, Skewness Effect, and the Risk-Return Relationship

Year: 1977

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2330287

Author: Cheng F. Lee

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2160568546

FWCI: 2.419

Cites: 14

Cited by: 41

Related to: 10