Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data
- 31 July 2007
- journal article
- Published by Elsevier BV in Journal of Multinational Financial Management
- Vol. 17 (3), 214-230
- https://doi.org/10.1016/j.mulfin.2006.10.001
Abstract
No abstract availableThis publication has 27 references indexed in Scilit:
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