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Mean-semivariance behavior: Downside risk and capital asset pricing

  • Published:2007-01 Issue:2 Volume:16 Page:169-185
  • ISSN:1059-0560
  • Container-title:International Review of Economics & Finance
  • language:en
  • Short-container-title:International Review of Economics & Finance

Author:

Estrada Javier

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Capital market equilibrium in a mean-lower partial moment framework;Bawa;Journal of Financial Economics,1977

2. The cost of equity in emerging markets: A downside risk approach;Estrada;Emerging Markets Quarterly,2000

3. The cost of equity in emerging markets: A downside risk approach (II);Estrada;Emerging Markets Quarterly,2001

4. Systematic risk in emerging markets: The D-CAPM;Estrada;Emerging Markets Review,2002

5. Mean-semivariance behavior: An alternative behavioral model;Estrada;Journal of Emerging Market Finance,2004

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