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Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market

Nurjannah; Galagedera, Don U. A.; Brooks, Robert - In: Journal of emerging market finance 11 (2012) 3, pp. 271-300

Persistent link: https://www.econbiz.de/10010380791

Relationship between downside risk and return : new evidence through a multiscaling approach

Galagedera, Don U. A.; Maharaj, Elizabeth Ann; Brooks, … - In: Applied financial economics 18 (2008) 18/21, pp. 1623-1633

Persistent link: https://www.econbiz.de/10003800192

Modeling the risk and return relation conditional on markt volatility and market conditions

Galagedera, Don U. A.; Faff, Robert W. - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10002625219

Modelling the risk and return relation conditional on market volatility and market conditions

Galagedera, Don U. A.; Faff, Robert W. - 2004

Persistent link: https://www.econbiz.de/10002121816

Economic significance of downside risk in developed and emerging markets

Galagedera, Don U. A. - In: Applied economics letters 16 (2009) 16/18, pp. 1627-1632

Persistent link: https://www.econbiz.de/10003932128

Dynamics of idiosyncratic volatility and market volatility : an emerging market perspective

Tan, Pei Pei; Galagedera, Don U. A. - In: Global economic review 44 (2015) 1, pp. 74-100

Persistent link: https://www.econbiz.de/10010509116

Financial deregulation and relative risk of Australian industry

Brooks, Robert - In: Australian economic papers 36 (1997) 69, pp. 308-320

Persistent link: https://www.econbiz.de/10001239138

The form of time variation of systematic risk : some Australian evidence

Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1992

Persistent link: https://www.econbiz.de/10000849414

A simple test of the "risk class hypothesis"

Faff, Robert W.; Brooks, Robert; Kee, H. Y. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 29 (2005) 1, pp. 83-96

Persistent link: https://www.econbiz.de/10002743375

Risk Analysis of Pension Fund Investment Choices

Bissoondoyal-Bheenick, Emawtee - 2019

Using a sample of monthly asset classes from January 1990 to December 2016, we provide a comprehensive and more consistent approach to analyse and compare the risk-return relationships of Australian superannuation investment options. In estimating the risk profiles of the investment options, we...

Persistent link: https://www.econbiz.de/10012898688