Title of article

Traditional beta, downside risk beta and market risk premiums

Author/Authors

Guy Kaplanski، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2004

Pages

18

From page

636

To page

653

Keywords

CAPM , Downside risk beta , Risk premiums , Conditional-VaR

Journal title

Quarterly Review of Economics and Finance

Serial Year

2004

Journal title

Quarterly Review of Economics and Finance

Record number

178451