Examining significance of "downside beta" as a measure of risk : evidence from Indian equity market
Sivakumar Menon, Pitabas Mohanty, Uday Damodaran and Divya Aggarwal
| Year of publication: |
2025
|
|---|---|
| Authors: | Menon, Sivakumar ; Mohanty, Pitabas ; Damodaran, Uday ; Aggarwal, Divya |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 20.2025, 1, p. 337-365
|
| Subject: | Downside risk | Stock return | Downside beta | Beta | Indian equity market | Downside coskewness | Indien | India | Betafaktor | Beta risk | CAPM | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-01-2021-0026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015396562