Downside risk asset pricing revisited : a new non-linear threshold model
Jose Olmo
| Year of publication: |
2010
|
|---|---|
| Authors: | Olmo, Jose |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 13.2010/11, 1, p. 129-159
|
| Subject: | Risikomaß | Risk measure | CAPM | Betafaktor | Beta risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008699146