Semivariance decomposition of country-level returns
Steven L. Beach
| Year of publication: |
2011
|
|---|---|
| Authors: | Beach, Steven L. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 20.2011, 4, p. 607-623
|
| Subject: | D-CAPM | Downside risk | Semivariance decomposition | Systematic risk | Risiko | Risk | Kapitaleinkommen | Capital income | Dekompositionsverfahren | Decomposition method | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory | Betafaktor | Beta risk |
| 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/10009303913