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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
)
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Author
Abdul Rashid (1)
Arshad Hasan (1)
Hassan Raza (1)
Subject
Mean Variance, Semi-Mean Variance, Downside Risk, Downside CAPM, Traditional CAPM and Fama-Macbeth Regression. (1)
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Date Issued
2019 (1)