Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Original languageEnglish
Title of host publicationEmerging Markets: Performance, Analysis and Innovation
EditorsGreg N Gregoriou
Place of PublicationBoca Raton FL USA
PublisherCRC Press
Pages509 - 531
Number of pages23
ISBN (Print)9781439804483
Publication statusPublished - 2010

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