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ArticleSemivariance decomposition of country-level returns

Steven L. Beach2011

OA

Articlegreen2011

Semivariance decomposition of country-level returns

Steven L. Beach

17 citations·0/0 files stored·International Review of Economics & Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

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References

1959Portfolio Selection: Efficient Diversification of Investments 1952Safety First and the Holding of Assets 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns 2006Downside Risk 1966Market and Industry Factors in Stock Price Behavior 1999A Brief History of Downside Risk Measures 2002Systematic risk in emerging markets: the D-CAPM 1976World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction through International Diversification

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Year2011

Typearticle

Published2011-02-01

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations17

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.iref.2011.01.004

openalex_workW2013047765

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