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Mean-Semivariance Behavior (Ii): The D-Capm · Study

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PreprintMean-Semivariance Behavior (Ii): The D-Capm

Javier Estrada2002

OA

Preprintgreen2002

Mean-Semivariance Behavior (Ii): The D-Capm

25 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1979Prospect Theory: An Analysis of Decision under Risk 1991Foundations of Portfolio Theory 2000Prospect Theory: An Analysis of Decision under Risk 1979Approximating Expected Utility by a Function of Mean and Variance 1977Capital market equilibrium in a mean-lower partial moment framework 1989Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence 1974Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance 1999A Brief History of Downside Risk Measures

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2004The cost of equity of internet stocks: a downside risk approacharticle · 10 shared references 2005Mean-semivariance behavior: Downside risk and capital asset pricingarticle · 8 shared references 2019Does downside risk matter more in asset pricing? Evidence from Chinaarticle · 7 shared references 2002Systematic risk in emerging markets: the D-CAPMarticle · 5 shared references 2013Portfolio optimization in an upside potential and downside risk frameworkarticle · 5 shared references 2014Robust analysis for downside risk in portfolio management for a volatile stock marketarticle · 5 shared references

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Year2002

Typepreprint

Published2002-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.307242

openalex_workW2118030405

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