Itens para a visualização no momento 1-1 of 1

    • Introducing higher moments in the CAPM: some basic ideas 

      Athayde, Gustavo M. de; Flôres Junior, Renato Galvão
      1999-11-01
      We 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 ...