Work

A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction

Year: 2017

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2017.03.035

Authors: Te Bao, Cees Diks, Hao Li

Institutions: Nanyang Technological University, Tinbergen Institute, University of Amsterdam

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Ministry of Education - Singapore, Nanyang Technological University, China Scholarship Council

Awards: G1704069993, G8424268035

OpenAlex ID: W2607019016

FWCI: 2.783

Cites: 65

Cited by: 23

Related to: 10