Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models
Year of publication: |
2007-10
|
---|---|
Authors: | Iqbal, Javed ; Brooks, Robert ; Galagedera, Don UA |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Higher Order Co-Moments | Asset Pricing | Emerging Markets |
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