A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Sree Vinutha Venkataraman
| Year of publication: |
2023
|
|---|---|
| Authors: | Venkataraman, Sree Vinutha |
| Subject: | beta | capital asset pricing model | downside beta | downside capital asset pricing model | market portfolio | semivariance | CAPM | Theorie | Theory | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2557 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327577