Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data
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ERIM Report Series Research in Management
ERS-2004-018-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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