Relationship between downside risk and return : new evidence through a multiscaling approach
Year of publication: |
2008
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Authors: | Galagedera, Don U. A. ; Maharaj, Elizabeth Ann ; Brooks, Robert |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 18/21, p. 1623-1633
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Subject: | Risiko | Risk | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market |
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