Symmetric and asymmetric market betas and downside risk
Year of publication: |
2020
|
---|---|
Authors: | Levi, Yaron ; Welch, Ivo |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 33.2020, 6, p. 2772-2795
|
Subject: | Betafaktor | Beta risk | Hedging | Messung | Measurement | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | USA | United States | 1927-2016 |
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