Conventional and downside CAPM with higher-order moments: Evidence from emerging markets
Conventional and downside CAPM with higher-order moments: Evidence from emerging markets
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Publisher
Institute of Economic Research
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Language
English
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Institute of Economic Research
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Research background: Conventional CAPM is a well-known and tested theory on various capital markets. It was also repeatedly rejected as a model of capital pricing. This article pro- poses a different approach to both CAPM testing and the use of other risk measures. In addi- tion, research is global, including emerging countries.Purpose of the artic...
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Conventional and downside CAPM with higher-order moments: Evidence from emerging markets
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TN_cdi_crossref_primary_10_24136_eq_2043
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_24136_eq_2043
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ISSN
1689-765X
E-ISSN
2353-3293
DOI
10.24136/eq.2043
