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On the robustness of higher-moment factors in explaining...

On the robustness of higher-moment factors in explaining average expected returns: Evidence from Australia

Minh Phuong Doan, Chien-Ting Lin
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Volume:
26
Year:
2012
Language:
english
Pages:
12
DOI:
10.1016/j.ribaf.2011.06.001
File:
PDF, 263 KB
english, 2012
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