The impact of downside risk on expected return : evidence from emerging economies
Hassan Raza, Arshad Hasan and Abdul Rashid
| Year of publication: |
2019
|
|---|---|
| Authors: | Raza, Hassan ; Hasan, Arshad ; Rashid, Abdul |
| Published in: |
The Lahore journal of business. - Lahore : [Verlag nicht ermittelbar], ISSN 2791-3139, ZDB-ID 2798394-8. - Vol. 8.2019, 1, p. 91-106
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| Subject: | Mean Variance | Semi-Mean Variance | Downside Risk | Downside CAPM | Traditional CAPM and Fama-Macbeth Regression | CAPM | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Varianzanalyse | Analysis of variance | Regressionsanalyse | Regression analysis | Betafaktor | Beta risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.35536/ljb.2019.v8.i1.a5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012299297