Is co-skewness a better measure of risk in the downside than downside beta? : evidence in emerging market data
Don U. A. Galagedera; Robert D. Brooks
| Year of publication: |
2007
|
|---|---|
| Authors: | Galagedera, Don U. A. ; Brooks, Robert |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 17.2007, 3, p. 214-230
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| Subject: | Betafaktor | Beta risk | Schwellenländer | Emerging economies | Theorie | Theory | Welt | World |
| 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/10003499625