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

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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
Edition1st
ISBN (Print)9781439804483
Publication statusPublished - 2010

Cite this

Iqbal, J., Brooks, R. D., & Galagedera, D. U. A. (2010). Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market. In G. N. Gregoriou (Ed.), Emerging Markets: Performance, Analysis and Innovation (1st ed., pp. 509 - 531). CRC Press.