Comparative analyses of mean-variance and mean-semivariance approaches on global and local single factor market model for developed and emerging markets
Year of publication: |
2022
|
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Authors: | Yildiz, Mehmet Emin ; Erzurumlu, Yaman ; Kurtulus, Bora |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 17.2022, 1, p. 325-350
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Subject: | Asset pricing | Developed markets | Downside beta | Downside CAPM | Downside risk | Emerging markets | Semivariance | Schwellenländer | Emerging economies | CAPM | Betafaktor | Beta risk | Theorie | Theory | Portfolio-Management | Portfolio selection |
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