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- W2490078606 abstract "Javier Estrada has argued that differences attributable to the bifurcation of beta on either side of mean returns, at least in emerging markets, are too substantial to ignore.1 We should likewise expect to find considerable differences in financial performance arising from the deployment of a four-moment CAPM, the proper specification of this augmented CAPM according to cross moments, and the bifurcation of coskewness and cokurtosis along the upside and downside of mean returns." @default.
- W2490078606 created "2016-08-23" @default.
- W2490078606 creator A5090354173 @default.
- W2490078606 date "2016-01-01" @default.
- W2490078606 modified "2023-09-28" @default.
- W2490078606 title "The Practical Implications of a Spatially Bifurcated Four-Moment Capital Asset Pricing Model" @default.
- W2490078606 doi "https://doi.org/10.1057/978-1-137-54464-3_11" @default.
- W2490078606 hasPublicationYear "2016" @default.
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