The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class
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Bibliographic InfoArticle provided by Elsevier in its journal Finance Research Letters.
Volume (Year): 3 (2006)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/frl
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- Chamberlain, Gary, 1983. "A characterization of the distributions that imply mean--Variance utility functions," Journal of Economic Theory, Elsevier, vol. 29(1), pages 185-201, February.
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- repec:hal:journl:halshs-00336475 is not listed on IDEAS
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