2005•International Review of Economics & FinanceRequires access

Mean-semivariance behavior: Downside risk and capital asset pricing

Javier Estrada

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Key concepts: Semivariance, Downside risk, Capital asset pricing model, Economics, BETA (programming language), Financial economics, Econometrics, Systematic risk

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Mean-semivariance behavior: Downside risk and capital asset pricing — Research Paper | ScholarLens