• Title of article

    Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data

  • Author/Authors

    Don U.A. Galagedera، نويسنده , , Robert D. Brooks، نويسنده ,

  • Pages
    17
  • From page
    214
  • To page
    230
  • Keywords
    beta , Downside risk , skewness , Emerging markets
  • Journal title
    Astroparticle Physics
  • Record number

    230935