Application of downside beta for risk assessment based on the example of companies listed at warsaw stock exchange in the bull and bear market phases
Year of publication: |
2010
|
---|---|
Authors: | Rutkowska-Ziarko, Anna |
Published in: |
Acta Universitatis Nicolai Copernici, Ekonomia. - Uniwersytet Mikolaja Kopernika. - Vol. 41.2010, p. 71-82
|
Publisher: |
Uniwersytet Mikolaja Kopernika |
Subject: | capital asset pricing model | semi-variance | downside risk | semi-beta |
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