RETURN, DISPERSION, AND SKEWNESS: SYNTHESIS AND INVESTMENT STRATEGY-Reference-Cited by-同舟云学术

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RETURN, DISPERSION, AND SKEWNESS: SYNTHESIS AND INVESTMENT STRATEGY

Published:1979-03 Issue:1 Volume:2 Page:71-80
ISSN:0270-2592
Container-title:Journal of Financial Research
language:en
Short-container-title:Journal of Financial Research

Author:

Beedles William L.¹

Affiliation:

1. University of Kansas

Publisher

Wiley

Subject

Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1979.tb00018.x/fullpdf

Reference30 articles.

1. “Risk and the Required Return on Equity,”;Arditti;The Journal of Finance,1967

2. “Another Look at Mutual Fund Performance,”;Arditti;Journal of Financial and Quantitative Analysis,1971

3. “Reply,”;Arditti;Journal of Financial and Quantitative Analysis,1975

4. “Portfolio Efficiency Analysis in Three Moments: The Multi-period Case,”;Arditti;The Journal of Finance,1975

5. “A Note on Skewness and Data Errors,”;Beedles;The Journal of Finance,1978

Cited by 22 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Realized skewness and momentum;Macroeconomics and Finance in Emerging Market Economies;2021-12-21

2. Cross-Sectional Skewness;The Review of Asset Pricing Studies;2021-10-04

3. Explanatory Power of Realized Moments;SSRN Electronic Journal;2020

4. Skewness Preference and Asset Pricing: Evidence from the Japanese Stock Market;Journal of Risk and Financial Management;2019-09-12

5. Cross-Sectional Skewness;SSRN Electronic Journal;2018

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