An extensile method on the arbitrage pricing theory based on downside risk (D-APT)
Year of publication: |
2014
|
---|---|
Authors: | Baghdadabad, Mohammad Reza Tavakoli ; Glabadanidis, Paskalis |
Published in: |
International Journal of Managerial Finance. - Emerald Group Publishing. - Vol. 10.2014, January, 1, p. 54-72
|
Publisher: |
Emerald Group Publishing |
Subject: | Arbitrage pricing theory | Downside arbitrage pricing theory (D-APT) | Downside beta | Semi-variance |
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