Downside Risk
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/19/4/1191/5290429/hhj035.pdf
Reference61 articles.
1. Why stocks may disappoint
2. Asymmetric correlations of equity portfolios
3. Ang, A. , and J. Chen, 2005, “CAPM Over the Long-Run: 1926–2001,” forthcoming in Journal of Empirical Finance.
4. Ang, A. , J. Chen, and Y. Xing, 2002, “Downside Correlation and Expected Stock Returns,” NBER Working Paper 8643.
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