Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data

Is systematic downside beta risk really priced? Evidence in emerging market data

Galagedera, Don U.A., (2005)

Is co-skewness a better measure of risk in the downside than downside beta?

Galagedera, Don U.A., (2007)

A review of capital asset pricing models

Galagedera, Don U.A., (2007)