Skewness Risk Premium: Theory and Empirical Evidence

Reference : Skewness Risk Premium: Theory and Empirical Evidence


	Document type :	E-prints/Working papers : First made available on ORBilu
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/18515

Title :	Skewness Risk Premium: Theory and Empirical Evidence
Language :	English
Author, co-author :	Wolff, Christian [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
	Lehnert, Thorsten [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
	Lin, Yuehao [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	2014
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/18515

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Open access	Skewness Risk Premium_Theory and Empirical Evidence_Lehnert_Lin_Wolff_March 2014 (2).pdf		Publisher postprint	355.27 kB	View/Open

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