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
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). Boca Raton FL USA: CRC Press.
Iqbal, Javed ; Brooks, Robert Darren ; Galagedera, Don Upatissa Asoka. / Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market. Emerging Markets: Performance, Analysis and Innovation. editor / Greg N Gregoriou. 1st. ed. Boca Raton FL USA : CRC Press, 2010. pp. 509 - 531
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Iqbal, J, Brooks, RD & Galagedera, DUA 2010, Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market. in GN Gregoriou (ed.), Emerging Markets: Performance, Analysis and Innovation. 1st edn, CRC Press, Boca Raton FL USA, pp. 509 - 531.

Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market. / Iqbal, Javed; Brooks, Robert Darren; Galagedera, Don Upatissa Asoka.

Emerging Markets: Performance, Analysis and Innovation. ed. / Greg N Gregoriou. 1st. ed. Boca Raton FL USA : CRC Press, 2010. p. 509 - 531.

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

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PY - 2010

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M3 - Chapter (Book)

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BT - Emerging Markets: Performance, Analysis and Innovation

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Iqbal J, Brooks RD, Galagedera DUA. Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market. In Gregoriou GN, editor, Emerging Markets: Performance, Analysis and Innovation. 1st ed. Boca Raton FL USA: CRC Press. 2010. p. 509 - 531