Modeling time-varying downside risk
Year of publication: |
2009
|
---|---|
Authors: | Galagedera, Don U. A. ; Jaapar, Asmah M. |
Published in: |
The Icfai University journal of financial economics. - Hyderabad : Icfai Univ. Press, ZDB-ID 2499145-4. - Vol. 7.2009, 1, p. 36-51
|
Subject: | CAPM |
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