A multivariate test of the covariance-co-skewness restriction for the three moment CAPM
| Year of publication: |
1996
|
|---|---|
| Authors: | Lee, Ahyee ; Moy, Ronald L. ; Lee, Cheng F. |
| Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 48.1996, 5, p. 515-523
|
| Publisher: |
Elsevier |