Comparative analyses of mean-variance and mean-semivariance approaches on global and local single factor market model for developed and emerging markets
Mehmet Emin Yildiz, Yaman Omer Erzurumlu and Bora Kurtulus
| Year of publication: |
2022
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|---|---|
| Authors: | Yildiz, Mehmet Emin ; Erzurumlu, Yaman ; Kurtulus, Bora |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 17.2022, 1, p. 325-350
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| Subject: | Asset pricing | Developed markets | Downside beta | Downside CAPM | Downside risk | Emerging markets | Semivariance | Schwellenländer | Emerging economies | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-01-2020-0110 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012886374