Mean-semivariance behavior: Downside risk and capital asset pricing

International Review of Economics and Finance

Volumn 16, Issue 2, 2007, Pages 169-185

  Estrada, Javier ^a  

^a IESE BUSINESS SCHOOL   (Spain)

Author keywords

CAPM; Downside beta; Mean variance behavior; Semivariance

Indexed keywords

EID: 33847020510     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2005.03.003     Document Type: Article

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