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Emerging Markets Review

Volumn 8, Issue 1, 2007, Pages 4-19

An alternative perspective on the relationship between downside beta and CAPM beta

(1) Galagedera, Don U A a

a MONASH UNIVERSITY (Australia)

Author keywords

CAPM beta; Data generating process; Downside beta

Indexed keywords

EID: 33847054720 PISSN: 15660141 EISSN: None Source Type: Journal
DOI: 10.1016/j.ememar.2006.09.010 Document Type: Article

Times cited : (36)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.