An alternative representation of the C-CAPM with higher-order risks
Author:
Funder
SSHRC
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Business, Management and Accounting (miscellaneous),Accounting
Link
https://link.springer.com/content/pdf/10.1057/s10713-023-00085-2.pdf
Reference63 articles.
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3. Ang, A., J. Chen, and Y. Xing. 2006. Downside risk. Review of Financial Studies 19: 1191–1239.
4. Bakshi, G., and D. Madan. 2000. Spanning and derivative security valuation. Journal of Financial Economics 55: 205–238.
5. Bakshi, G., N. Kapadia, and D. Madan. 2003. Stock return characteristics, skew laws and the differential pricing of individual equity options. Review of Financial Studies 16: 101–143.
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1. Publisher Correction: An alternative representation of the C-CAPM with higher-order risks;The Geneva Risk and Insurance Review;2023-06-26
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