2013•International Review of Economics & FinanceRequires access

A time-varying perspective on the CAPM and downside betas

Hsiu-Jung Tsai, Ming‐Chi Chen, Chih‐Yuan Yang

Open publisher page 40 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 40 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

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

Back to paper search Browse research topics Original source

A time-varying perspective on the CAPM and downside betas — Research Paper | ScholarLens