Search Results - subject:"downside beta"

Market and accounting measures of risk: The case of the Frankfurt stock exchange

Rutkowska-Ziarko, Anna - In: Risks 10 (2022) 1, pp. 1-17

The main purpose of this study was to explore the relationship between market and accounting measures of risk and the profitability of companies listed on the Frankfurt Stock Exchange. An important aspect of the study was to employ accounting beta coefficients as a systematic risk measure. The...

Persistent link: https://www.econbiz.de/10013200905

Market and accounting measures of risk : the case of the Frankfurt stock exchange

Rutkowska-Ziarko, Anna - In: Risks : open access journal 10 (2022) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012805424

Does momentum trading generate extra downside risk?

Dobrynskaya, Victoria - In: The Quarterly Journal of Finance : QJF 12 (2022) 2, pp. 1-32

Persistent link: https://www.econbiz.de/10013367660

Asymmetric jump beta estimation with implications forportfolio risk management

Alexeev, Vitali; Urga, Giovanni; Yao, Wenying - 2017

Persistent link: https://www.econbiz.de/10012806610