The structure of skewness preferences in asset pricing models with higher moments: An empirical test

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@article{e48314a7c9464e6abbb2e375a80d804d,

title = "The structure of skewness preferences in asset pricing models with higher moments: An empirical test",

author = "Stephen Sears and Wei, {K. C. John}",

year = "1988",

language = "English",

volume = "23",

pages = "25--38",

journal = "Financial Review",

issn = "0732-8516",

publisher = "Wiley-Blackwell",

number = "1",

}