Expected downside risk and asset prices : characteristics of emerging and developed European markets
Mihály Ormos, Dusán Timotity
| Year of publication: |
2017
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|---|---|
| Authors: | Ormos, Mihály ; Timotity, Dusán |
| Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 44.2017, 3, p. 529-546
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| Subject: | Expected downside risk | EDR Asset pricing | Emerging markets | Dollar-denominated return | Schwellenländer | Emerging economies | CAPM | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Risikoprämie | Risk premium | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-016-9329-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011782955