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Contribution of Co-Skewness and Co-Kurtosis of the Higher Moment CAPM for Finding the Technical Efficiency

The objective of this paper is to present the technical efficiency of individual companies and their respective groups of Bangladesh stock market (i.e., Dhaka Stock Exchange, DSE) by using two risk factors (co-skewness and co-kurtosis) as the additional input variables in the Stochastic Frontier A...

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書目詳細資料
Main Authors:	Hasan, Md. Zobaer, Kamil, Anton Abdulbasah
格式:	Article
語言:	English
出版:	Hindawi Publishing Corporation 2014
主題:	LC5800-5808 Distance education.
在線閱讀:	http://eprints.usm.my/38528/1/Contribution_of_Co-Skewness_and_Co-Kurtosis_of_the_Higher_Moment_CAPM_for_Finding_the_Technical_Efficiency.pdf http://eprints.usm.my/38528/ http://dx.doi.org/10.1155/2014/253527
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