Skewness in financial returns
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- S. James Press, 1967. "A Compound Events Model for Security Prices," The Journal of Business, University of Chicago Press, vol. 40, pages 1-317.
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- Conine, Thomas E, Jr & Tamarkin, Maurry, J, 1981. "On Diversification Given Asymmetry in Returns," Journal of Finance, American Finance Association, vol. 36(5), pages 1143-1155, December.
- Arditti, Fred D & Levy, Haim, 1975. "Portfolio Efficiency Analysis in Three Moments: The Multiperiod Case," Journal of Finance, American Finance Association, vol. 30(3), pages 797-809, June.
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