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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Hindawi Publishing Corporation
2014
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| Online Access: | http://eprints.usm.my/38528/1/Contribution_of_Co-Skewness_and_Co-Kurtosis_of_the_Higher_Moment_CAPM_for_Finding_the_Technical_Efficiency.pdf |