Does the low-risk anomaly exist in the Indian equity market? : a test using alternative risk measures
Year of publication: |
2022
|
---|---|
Authors: | Ali, Asgar ; Badhani, K. N. ; Kumar, Ashish |
Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 49.2022, 8, p. 1422-1452
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Subject: | Downside risk | Emerging markets | Low-risk anomaly | Risk-return trade-off | Tail risk | Schwellenländer | Emerging economies | Risiko | Risk | Indien | India | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
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