Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Debao Hu, Xin Li, George Xiang, Qiyao Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | Hu, Debao ; Li, Xin ; Xiang, George ; Zhou, Qiyao |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 79.2023, p. 1-11
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| Subject: | Asset pricing | Higher moments | Tail risks | China | CAPM | USA | United States | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463246