مرکز منطقه ای اطلاع رساني علوم و فناوري - Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data

Title of article :

Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data

Author/Authors :

Don U.A. Galagedera، نويسنده , , Robert D. Brooks، نويسنده ,

Pages :

From page :

214

To page :

230

Keywords :

beta , Downside risk , skewness , Emerging markets

Journal title :

Astroparticle Physics

Record number :

230935

Link To Document :