Mean-Lower Partial Moment Asset Pricing Model: Some Empirical Evidence

Timothy J Nantell; Kelly Price; Barbara Price

doi:10.2307/2330861

Mean-Lower Partial Moment Asset Pricing Model: Some Empirical Evidence

Timothy J Nantell
, Kelly Price
, Barbara Price

Finance

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Original language	English (US)
Pages (from-to)	763-782
Number of pages	20
Journal	Journal of Financial and Quantitative Analysis
Volume	17
Issue number	5
DOIs	https://doi.org/10.2307/2330861
State	Published - Jan 1 1982

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@article{35c71933db28424f9a5057f50ab15b94,

title = "Mean-Lower Partial Moment Asset Pricing Model: Some Empirical Evidence",

author = "Nantell, \{Timothy J\} and Kelly Price and Barbara Price",

year = "1982",

month = jan,

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doi = "10.2307/2330861",

language = "English (US)",

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journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

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T2 - Some Empirical Evidence

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AU - Price, Kelly

AU - Price, Barbara

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JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

IS - 5

ER -

Mean-Lower Partial Moment Asset Pricing Model: Some Empirical Evidence

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