Cross sectional moments and portfolio returns : evidence for select emerging markets
Year of publication: |
September 2016
|
---|---|
Authors: | Sehgal, Sanjay ; Garg, Vidisha |
Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 28.2016, 3, p. 147-159
|
Subject: | Idiosyncratic volatility | Cross sectional variance | Higher order moments | Fama French model | Trading strategies | Volatilität | Volatility | Kapitaleinkommen | Capital income | Frankreich | France | Portfolio-Management | Portfolio selection | CAPM | Momentenmethode | Method of moments | Schwellenländer | Emerging economies | Schätzung | Estimation |
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