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ASSET PRICING WITH HIGHER CO-MOMENTS AND CVAR: EVIDENCE FROM PAKISTAN STOCK EXCHANGE

  • Arif U
  • Tayyab Sohail M
International Journal of Economics and Financial Issues (2020) 10(5) 243-255
DOI: 10.32479/ijefi.10351
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Abstract

… optimization. Markowitz normative theory had certain limitations ie normality of returns and asset … , leading towards the issue that optimization result through MPT will be suboptimal …

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APA

Arif, U., & Tayyab Sohail, M. T. (2020). ASSET PRICING WITH HIGHER CO-MOMENTS AND CVAR: EVIDENCE FROM PAKISTAN STOCK EXCHANGE. International Journal of Economics and Financial Issues, 10(5), 243–255. https://doi.org/10.32479/ijefi.10351

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