Modelling emerging market risk premia using higher moments
S. Hwang and S. E. Satchell
| Year of publication: |
1998
|
|---|---|
| Authors: | Hwang, Soosung ; Satchell, Stephen |
| Publisher: |
Cambridge : University of Cambridge, Department of Applied Economics |
| Subject: | Risikoprämie | Risk premium | CAPM | Schwellenländer | Emerging economies | Schätzung | Estimation | Theorie | Theory |
| Extent: | 24, [12] S. 21 cm |
|---|---|
| Series: | DAE working paper. - Cambridge, ZDB-ID 2200094-X. - Vol. 9806 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Includes bibliographical references |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000656425