Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Title "Introducing higher moments in the CAPM: some basic ideas"
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Introducing higher moments in the CAPM: some basic ideas
1999-11-01We show how to include in the CAPM moments of any order, extending the mean-variance or mean-variance-skewness versions available until now. Then, we present a simple way to modify the formulae, in order to avoid the ...


