The impact of downside risk on expected return : evidence from emerging economies
Year of publication: |
2019
|
---|---|
Authors: | Raza, Hassan ; Hasan, Arshad ; Rashid, Abdul |
Published in: |
The Lahore journal of business. - Lahore : [Verlag nicht ermittelbar], ISSN 2223-0025, ZDB-ID 2798394-8. - Vol. 8.2019, 1, p. 91-106
|
Subject: | Mean Variance | Semi-Mean Variance | Downside Risk | Downside CAPM | Traditional CAPM and Fama-Macbeth Regression | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Schätzung | Estimation | Risikoprämie | Risk premium | Risikomaß | Risk measure |
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