Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets
Thomas C. Chiang
| Year of publication: |
2019
|
|---|---|
| Authors: | Chiang, Thomas C. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 47.2019, p. 264-278
|
| Subject: | Asian market | Downside risk | GARCH-M model | Risk-return | Value-at-risk | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Asien | Asia | Aktienmarkt | Stock market | Schätzung | Estimation | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2018.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135733