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. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757x. - Vol. 48.1996, 5, p. 515-524
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