Do idiosyncratic skewness and kurtosis really matter?
Year of publication: |
2019
|
---|---|
Authors: | Ayadi, Mohamed ; Cao, Xu ; Lazrak, Skander ; Wang, Yan |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, p. 1-22
|
Subject: | Asset pricing | Idiosyncratic moments | Idiosyncratic risk | Kurtosis | Skewness | Theorie | Theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risiko | Risk | Volatilität | Volatility | Börsenkurs | Share price | CAPM |
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