No arbitrage conditions and expected returns when assets have different β's in up and down markets
Peter Xu; Rich Pettit
| Year of publication: |
2014
|
|---|---|
| Authors: | Xu, Peter ; Pettit, R. Richardson |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 15.2014, 1, p. 62-71
|
| Subject: | downside risk | upside and downside β's | risk premiums | Risikoprämie | Risk premium | CAPM | Risiko | Risk | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010370069