Dan Anghel

Bucharest University of Economic Studies

Assistant Professor

Romana Square no.6

Bucharest

Romania

SCHOLARLY PAPERS

1

DOWNLOADS

198

TOTAL CITATIONS

4

Scholarly Papers (1)

1.

Asset Pricing with Systematic Skewness: Two Decades Later

HEC Paris Research Paper No. FIN-2021-1432
Number of pages: 46 Posted: 08 Jul 2021 Last Revised: 03 Nov 2022
Bucharest University of Economic Studies, Romanian Academy, HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 198 (304,914)
Citation 4

Abstract:

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Skewness, coskewness, three-moment CAPM, persistent factors, expected return