资产定价中的条件偏性:25年的样本外证据

{"title":"资产定价中的条件偏性:25年的样本外证据","authors":"Campbell R. Harvey, Akhtar Siddique","doi":"10.1561/104.00000134","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":44331,"journal":{"name":"Critical Finance Review","volume":"241 1","pages":"0"},"PeriodicalIF":1.6000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence\",\"authors\":\"Campbell R. Harvey, Akhtar Siddique\",\"doi\":\"10.1561/104.00000134\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":44331,\"journal\":{\"name\":\"Critical Finance Review\",\"volume\":\"241 1\",\"pages\":\"0\"},\"PeriodicalIF\":1.6000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Critical Finance Review\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1561/104.00000134\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Critical Finance Review","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1561/104.00000134","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}