A time-varying perspective on the CAPM and downside betas
Year of publication: |
2014
|
---|---|
Authors: | Tsai, Hsiu-Jung ; Chen, Ming Chieh ; Yang, Chih-Yuan |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 440-454
|
Subject: | Downside beta | CAPM beta | Time-varying | DCC | Developed countries | Theorie | Theory | CAPM | Betafaktor | Beta risk | Schätzung | Estimation | Entwicklungsländer | Developing countries |
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