The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange
Muhammad Akbar, Thuy Thu Nguyen
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Akbar, Muhammad ; Nguyen Thuy Thu |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 241-253
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| Subject: | Beta | CAPM | Co-kurtosis | Co-skewness | Covariance | Pakistan | Theorie | Theory | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2015.09.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594410