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

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Emerging Markets: Performance, Analysis and Innovation
Editors	Greg N Gregoriou
Place of Publication	Boca Raton FL USA
Publisher	CRC Press
Pages	509 - 531
Number of pages	23
Edition	1st
ISBN (Print)	9781439804483
Publication status	Published - 2010

Cite this

@inbook{179a4e546f0942b0a8f7b322704e98bb,

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

author = "Javed Iqbal and Brooks, {Robert Darren} and Galagedera, {Don Upatissa Asoka}",

year = "2010",

language = "English",

isbn = "9781439804483",

pages = "509 -- 531",

editor = "Gregoriou, {Greg N}",

booktitle = "Emerging Markets: Performance, Analysis and Innovation",

publisher = "CRC Press",

address = "Australia",

edition = "1st",

}

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 proceeding › Chapter (Book) › Research › peer-review

TY - CHAP

T1 - Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market

AU - Iqbal, Javed

AU - Brooks, Robert Darren

AU - Galagedera, Don Upatissa Asoka

PY - 2010

Y1 - 2010

M3 - Chapter (Book)

SN - 9781439804483

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EP - 531

BT - Emerging Markets: Performance, Analysis and Innovation

A2 - Gregoriou, Greg N

PB - CRC Press

CY - Boca Raton FL USA

ER -