A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Year of publication: |
2023
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Authors: | Venkataraman, Sree Vinutha |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 3, p. 2683-2695
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Subject: | beta | capital asset pricing model | downside beta | downside capital asset pricing model | market portfolio | semivariance | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | Kapitaleinkommen | Capital income |
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