Search Results - subject:"orthogonalizing"

Kazmi, Madiha; Noreen, Umara; Jadoon, Imran Abbas; … - In: Risks 9 (2021) 12, pp. 1-14

downside beta and downside gamma, is resolved by orthogonalizing each risk measure in a two-factor setting. Standard two …

Persistent link: https://www.econbiz.de/10013200885

Kazmi, Madiha; Noreen, Umara; Jadoon, Imran Abbas; … - In: Risks : open access journal 9 (2021) 12, pp. 1-14

downside beta and downside gamma, is resolved by orthogonalizing each risk measure in a two-factor setting. Standard two …

Persistent link: https://www.econbiz.de/10012794199