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- W2018754152 abstract "Most studies on three-moment capital asset pricing models have found a strong and consistent relationship between an asset's returns and its higher statistical moments. Other studies report results which are opposite to what the theory would suggest. This paper re-examines the empirical evidence of the three-moment capital asset pricing model on 43 randomly selected mutual funds from 1970–1986. The results indicate that trade-offs of risks for returns on the selected mutual funds are less than predicted and inconsistent." @default.
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- W2018754152 title "Risk return and the three-moment capital asset pricing model: another look" @default.
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- W2018754152 doi "https://doi.org/10.1016/0378-4266(91)90077-y" @default.
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