Title of article

Downside risk and asset pricing

Author/Authors

Thierry Post، نويسنده , , Pim van Vliet، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2006

Pages

27

From page

823

To page

849

Keywords

Downside risk , Lower partial moments , Asset pricing , Stock market efficiency , Stochastic dominance

Journal title

Journal of Banking and Finance

Serial Year

2006

Journal title

Journal of Banking and Finance

Record number

193848