-
1
-
-
49449120642
-
Capital market equilibrium in a mean-lower partial moment framework
-
Bawa, V., Lindenberg, E., 1977. Capital market equilibrium in a mean-lower partial moment framework. J. Financial Econ. 5, 189-200.
-
(1977)
J. Financial Econ
, vol.5
, pp. 189-200
-
-
Bawa, V.1
Lindenberg, E.2
-
2
-
-
0002846602
-
The cost of equity in emerging markets: A downside risk approach
-
Estrada, J., 2000. The cost of equity in emerging markets: a downside risk approach. Emerging Markets Q. Fall, 19-30.
-
(2000)
Emerging Markets Q. Fall
, pp. 19-30
-
-
Estrada, J.1
-
3
-
-
0002929065
-
The cost of equity in emerging markets: A downside risk approach (II)
-
Estrada, J., 2001. The cost of equity in emerging markets: a downside risk approach (II). Emerging Markets Q. Spring, 63-72.
-
(2001)
Emerging Markets Q. Spring
, pp. 63-72
-
-
Estrada, J.1
-
4
-
-
0002846602
-
The cost of equity of internet stocks: A downside risk approach
-
Working Paper, IESE Business School
-
Estrada, J., 2002a. The cost of equity of internet stocks: a downside risk approach. Working Paper, IESE Business School
-
(2002)
-
-
Estrada, J.1
-
5
-
-
0011322329
-
Mean-semivariance behavior: An alternative behavioral model
-
Working paper, IESE Business School
-
Estrada, J., 2002b. Mean-semivariance behavior:an alternative behavioral model. Working paper, IESE Business School
-
(2002)
-
-
Estrada, J.1
-
6
-
-
84855431436
-
Mean-semivariance behavior (II): The D-CAPM
-
Working paper, IESE Business School
-
Estrada, J., 2002c. Mean-semivariance behavior (II): the D-CAPM. Working paper, IESE Business School
-
(2002)
-
-
Estrada, J.1
-
7
-
-
84974505682
-
Asset pricing in a generalized mean-lower partial moment framework: Theory and evidence
-
Harlow, V., Rao, R., 1989. Asset pricing in a generalized mean-lower partial moment framework: theory and evidence. J. Financial Quantitative Anal. 24, 285-311.
-
(1989)
J. Financial Quantitative Anal
, vol.24
, pp. 285-311
-
-
Harlow, V.1
Rao, R.2
-
8
-
-
84974509601
-
Toward the development of an equilibrium capital-market model based on semivariance
-
Hogan, W., Warren, J., 1974. Toward the development of an equilibrium capital-market model based on semivariance. J. Financial Quantitative Anal. 9, 1-11.
-
(1974)
J. Financial Quantitative Anal
, vol.9
, pp. 1-11
-
-
Hogan, W.1
Warren, J.2
-
9
-
-
0000125532
-
Prospect theory: An analysis of decision under risk
-
Kahneman, D., Tversky, A., 1979. Prospect theory: an analysis of decision under risk. Econometrica 47, 263-291.
-
(1979)
Econometrica
, vol.47
, pp. 263-291
-
-
Kahneman, D.1
Tversky, A.2
-
10
-
-
0011364601
-
A three parameter semivariance model of capital asset pricing which explicitly considers investor preference for upside potential and aversion to downside risk
-
Unpublished Ph.D. dissertation, Darden School of Business
-
Levkoff, J., 1982. A three parameter semivariance model of capital asset pricing which explicitly considers investor preference for upside potential and aversion to downside risk. Unpublished Ph.D. dissertation, Darden School of Business
-
(1982)
-
-
Levkoff, J.1
-
11
-
-
84982408067
-
Approximating expected utility by a function of mean and variance
-
Levy, H., Markowitz, H., 1979. Approximating expected utility by a function of mean and variance. Am. Econ. Rev. 69, 308-317.
-
(1979)
Am. Econ. Rev
, vol.69
, pp. 308-317
-
-
Levy, H.1
Markowitz, H.2
-
12
-
-
0001086614
-
Foundations of portfolio theory
-
Markowitz, H., 1991. Foundations of portfolio theory. J. Finance 46, 469-477.
-
(1991)
J. Finance
, vol.46
, pp. 469-477
-
-
Markowitz, H.1
-
13
-
-
0003083294
-
A brief history of downside risk measures
-
Nawrocki, D., 1999. A brief history of downside risk measures. J. Investing Fall, 9-25.
-
(1999)
J. Investing Fall
, pp. 9-25
-
-
Nawrocki, D.1
-
14
-
-
0011369545
-
The valuation of closely-held companies in Latin America
-
Pereiro, L., 2001. The valuation of closely-held companies in Latin America. Emerging Markets Rev. 2, 330-370.
-
(2001)
Emerging Markets Rev
, vol.2
, pp. 330-370
-
-
Pereiro, L.1
-
15
-
-
4243299647
-
Managing downside risk in financial markets
-
Butterworth-Heinemann Finance
-
Sortino, F., Stephen, S., 2001. Managing downside risk in financial markets. Butterworth-Heinemann Finance.
-
(2001)
-
-
Sortino, F.1
Stephen, S.2
-
16
-
-
0008045450
-
Globalization of capital markets and the cost of capital: The case of Nestle
-
Stulz, R., 1995. Globalization of capital markets and the cost of capital: the case of Nestle. J. Appl. Corporate Finance Fall, 30-38.
-
(1995)
J. Appl. Corporate Finance Fall
, pp. 30-38
-
-
Stulz, R.1
|