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Black Swans, Beta, Risk, and R...
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171
Mean-semivariance behavior : downside
risk
and capital asset pricing
Estrada, Javier
- In:
International review of economics & finance : IREF
16
(
2007
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10003461759
Saved in:
172
Estimates of the ICAPM with regime-switching betas : evidence from four pacific rim economies
Chen, Shyh-wei
;
Huang, Nai-chuan
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 313-327
Persistent link: https://www.econbiz.de/10003446018
Saved in:
173
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
174
The effect of exchange rate
risk
on the conditional relationship between beta
risk
and return in international equity markets
Sandoval, Eduardo
;
Vásquez, Arturo
- In:
The international journal of business and finance …
2
(
2008
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003951974
Saved in:
175
Risk
and return : Consumption beta versus market beta
Mankiw, N. Gregory
;
Shapiro, Matthew D.
- In:
The review of economics and statistics
68
(
1986
)
3
,
pp. 452-459
Persistent link: https://www.econbiz.de/10003624721
Saved in:
176
The quest for beta : balancing risks with costs and returns
Keleher, Mark
;
Cashman, Jamie
;
Platt, Jon
;
Eiger, Keith
- In:
The journal of investing
19
(
2010
)
2
,
pp. 102-112
Persistent link: https://www.econbiz.de/10009304868
Saved in:
177
Low-β investing with mutual funds
Nanigian, David
- In:
Financial services review : the journal of individual …
23
(
2014
)
4
,
pp. 361-383
Persistent link: https://www.econbiz.de/10011392044
Saved in:
178
The role of sentiment in global
risk
premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
Saved in:
179
Are global systematic
risk
and country-specific idiosyncratic
risk
priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
180
Yes,
CAPM
is dead
Lai, Tsong-yue
;
Stohs, Mark Hoven
- In:
International journal of business
20
(
2015
)
2
,
pp. 144-158
Persistent link: https://www.econbiz.de/10011286487
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