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1
Comparative analyses of mean-variance and mean-
semivariance
approaches on global and local single factor market model for developed and emerging markets
Yildiz, Mehmet Emin
;
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;
Kurtulus, Bora
- In:
International journal of emerging markets
17
(
2022
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1
,
pp. 325-350
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Conventional and downside
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Rutkowska-Ziarko, Anna
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(
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The capital asset pricing model : a critical literature review
Rossi, Matteo
- In:
Global business & economics review
18
(
2016
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5
,
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Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
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(
2023
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CAPM
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Validating empirically identified risk factors
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Low-β investing with mutual funds
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Smart
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Yes,
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Stohs, Mark Hoven
- In:
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20
(
2015
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2
,
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