Downside risk and equity evaluation: emerging market evidence

Chen, Jianguo and Chen, Dar Hsin

Downside risk and equity evaluation: emerging market evidence J7769 2004 - 2004 - 77-93 V. 3 Issue. 1


Finance

Downside risk;Emerging market;Semistandard deviation;CAPM;Beta;Modern portfolio theory;Risk measure;

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