Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan (Q2216390)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan |
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Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan (English)
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15 December 2020
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Aumann and Serrano performance index
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GMM estimation
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Japanese stocks
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