Sorting out Downside Beta
Year of publication: |
2009-02-18
|
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Authors: | Vliet, Pim van ; Post, Post, G.T. ; Lansdorp, Lansdorp, S.D. |
Institutions: | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam |
Subject: | asset pricing | beta | downside risk | lower partial moments | semi-variance |
Extent: | application/pdf |
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Series: | ERIM Report Series Research in Management. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureri Number ERS-2009-006-F&A |
Classification: | G12 - Asset Pricing ; G3 - Corporate Finance and Governance ; M - Business Administration and Business Economics; Marketing; Accounting |
Source: |
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Conditional Downside Risk and the CAPM
Vliet, Pim van, (2004)
-
Downside Risk and Asset Pricing
Vliet, Pim van, (2004)
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Post, G.T., (2009)
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Risk Aversion and Skewness Preference: a comment
Vliet, Pim van, (2003)
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Conditional Downside Risk and the CAPM
Vliet, Pim van, (2004)
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Downside Risk and Asset Pricing
Vliet, Pim van, (2004)
- More ...