Hwang S., Satchell S. Modeling Emerging Risk Premia Using Higher Moments // International Journal of Finance and Economics. 1999. Vol. 4. No. 1. P. 271–296.
Ingersoll J. Multidimentional Security Pricing // Journal of Financial and Quantitative Analysis. 1975. Vol. 10. No. 4. P. 785–798.
Iqbal J., Brooks R., Galagedera D. U. Asset Pricing with Higher Comovement And Alternate Factor Models: The Case of Emerging Markets. Working paper. Monash University, Australia, 2007.
Iqbal I., Brooks R., Galagedera D.U. Testing Conditional Asset Pricing Model: An Emerging Market Perspective. Working paper. Monash University, Australia, 2008.
lavid A. Test of Higher Moment Capital Asset Pricing Model in Case of Pakistani Equity Market // European Journal of Economics, Finance and Administrative Sciences. 2009. No. 15. P. 144–162.
legadeesh N., Titman S. Returns to Buying Winners and Selling Tosers: Implications of Stock Market Inefficiency // Journal of Finance. 1993. No. 58. P. 65–91.
lurcenzko E., Maillet B. The Four-Moment Capital Asset Pricing Model: Some Basic Results. Working paper, 2002.
Keating C., Shadwick W. A Universal Performance Measure // Journal of Performance Measurement. 2002. No. 6. P. 59–84.
Korajczyk R.A. A Measure of Stock Market Integration for Developed and Emerging Markets //World Bank Economic Review. 1996. No. 10. P. 167–289.
Kraus A., Litzenberger R. Skewness Preference and Valuation of Risk Assets // Journal of Finance. 1976. No. 31. P. 1085–1100.
Lai T. Y. Portfolio Selection with Skewness: A Multiple-objective Approach // Review of Quantitative Finance and Accounting. 1991. No. 1. P. 293–305.
Lee C.F. Functional Form, Skewness Effect and the Risk Return Relationship//Journal of Financial and Quantitative Analysis. 1977. Vol. 12. No. 1. P. 55–72.
Levy H. The Capital Asset Pricing Model, Inflation and the Investment Horizon: The Israel Experience // Journal of Financial and Quantitative Analysis. 1980. September.
Lim K.G. A New Test of the Three-moment CAPM // Journal of Financial and Quantitative Analysis. 1989. No. 24. P. 205–216.
Mamoghli C., Daboussi S. Performance Measurement of Hedge Funds Portfolios in a Downside Risk Framework // The Journal of Wealth Management Fall. 2009. Vol. 12. No. 2. P. 101–112.
Markowitz H. Portfolio Selection: Efficient Diversification of Investments. N.Y: Wiley, 1959.
Mishra II, Rahman M. Measuring Mutual Fund Performance Using Tower Partial Moment. Working paper, 2002.
Mitra D., Low S.K. A Study of Risk and Return in Developed and Emerging Markets from a Canadian perspective, Mid-Atlantic // Journal of Business.