Higher Co-Moments and Downside Beta in Asset Pricing
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- Rutkowska-Ziarko, Anna & Markowski, Lesław & Pyke, Christopher & Amin, Saqib, 2022. "Conventional and downside CAPM: The case of London stock exchange," Global Finance Journal, Elsevier, vol. 54(C).
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Keywords
Asymmetries; higher moments; downside risk; asset pricing; CAPM;All these keywords.
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