The development of downside accounting beta as a measure of risk
Anna Rutkowska-Ziarko, Christopher Pyke
| Year of publication: |
2017
|
|---|---|
| Authors: | Rutkowska-Ziarko, Anna ; Pyke, Christopher |
| Published in: |
Economics and business review. - Poznań : Poznań Univ. of Economics Press, ISSN 2392-1641, ZDB-ID 2820261-2. - Vol. 3.2017, 4, p. 55-65
|
| Subject: | downside accounting betas | downside risk | lower partial moments | semi‑variance | capital asset pricing | food company sector | CAPM | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Rechnungswesen | Accounting |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18559/ebr.2017.4.4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795808