The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange
Year of publication: |
January 2016
|
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Authors: | Akbar, Muhammad ; Nguyen Thuy Thu |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 241-253
|
Subject: | Beta | CAPM | Co-kurtosis | Co-skewness | Covariance | Pakistan | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Theorie | Theory | Schätzung | Estimation |
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