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

Author/Authors :

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

DocumentNumber :

1161551

Title Of Article :

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

شماره ركورد :

1653

From Page :

214

NaturalLanguageKeyword :

beta , Downside risk , skewness , Emerging markets

JournalTitle :

Studia Iranica

To Page :

230

To Page :

230

Link To Document :