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A Utility Function Depending on the First Three Moments: Reply

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  • Arditti, Fred D

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  • Arditti, Fred D, 1969. "A Utility Function Depending on the First Three Moments: Reply," Journal of Finance, American Finance Association, vol. 24(4), pages 720-720, September.
    • Handle: RePEc:bla:jfinan:v:24:y:1969:i:4:p:720
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    Cited by:

    1. Eric Jondeau & Michael Rockinger, 2006. "Optimal Portfolio Allocation under Higher Moments," European Financial Management, European Financial Management Association, vol. 12(1), pages 29-55, January.
    2. Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Elger, Thomas & Nilsson, Birger, 2007. "Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK," Working Papers 2008:1, Lund University, Department of Economics.
    3. I-Hsuan Ethan Chiang, 2016. "Skewness And Coskewness In Bond Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(2), pages 145-178, June.
    4. Lambert, M. & Hübner, G., 2013. "Comoment risk and stock returns," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 191-205.

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