DSpace Repository

Browsing by Subject "Mean Variance, Semi-Mean Variance, Downside Risk, Downside CAPM, Traditional CAPM and Fama-Macbeth Regression."

Browsing by Subject "Mean Variance, Semi-Mean Variance, Downside Risk, Downside CAPM, Traditional CAPM and Fama-Macbeth Regression."

Sort by: Order: Results:

  • The Impact of Downside Risk on Expected Return: Evidence from Emerging Economies 
    Hassan Raza; Arshad Hasan; Abdul Rashid (© Lahore School of Economics, Volume 08;No.1, 2019)
    This paper investigates the comparative relationship between the downside risk adjusted CAPM and traditional CAPM. The premise of the traditional CAPM is that the expected return is based on the incidence of systematic ...