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Rewards for downside risk in Asian markets · Study

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ArticleRewards for downside risk in Asian markets

Lakshman A. Alles2013

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Articlegreen2013

Rewards for downside risk in Asian markets

Lakshman A. Alles · Louis Murray

28 citations·0/0 files stored·Journal of Banking & Finance

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

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References

1993Common risk factors in the returns on stocks and bonds 1973Risk, Return, and Equilibrium: Empirical Tests 2006The Cross‐Section of Volatility and Expected Returns 2000Conditional Skewness in Asset Pricing Tests 1996The Conditional CAPM and the Cross-Section of Expected Returns 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1997Emerging equity market volatility 1992On the Estimation of Beta-Pricing Models

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Year2013

Typearticle

Published2013-02-21

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2013.02.006

openalex_workW2071508977

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