Coskewness and its Implications for Testing Asset Pricing Models
Year of publication: |
2002-04-01
|
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Authors: | Barone-Adesi, Giovanni ; Gagliardini, Patrick ; Urga, Giovanni |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Capital-Asset-Pricing-Modell | Klein- und Mittelbetrieb | Portfolio Selection |
Extent: | 836608 bytes 44 p. application/pdf |
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Series: | Working Paper ; No. 5 (2002) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Small and medium sized business ; Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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