text_combined: efa meetings hey vince thanks reply see becomes session keep informed paper tim crack revised version paper gave since found using certainty equivalence model robust example one asset pricing model incorporates mean variance skewness harvey siddique jf june 2000 binomial model incorporates mean variance skewness johnson paulukiewicz mehta rqfa 1997 model allows price options real world measure benefit one take model parameters historical data non risk neutralized pricing perspective tremendous benefit mean variance world variance stays risk neutral risky measure however mean variance skewness world benefit believe although still hunting appropriate cite skewness risk neutral risky measure given measure skewness risky world model becomes much significant would certainly appreciate comments version paper would also pass new version paper would like see thanks tom