Downside risk and asset pricing
Year of publication: |
2006
|
---|---|
Authors: | Post, Thierry ; Vliet, Pim van |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 3, p. 823-849
|
Subject: | CAPM | Stochastischer Prozess | Stochastic process | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
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