Title of article :
Traditional beta, downside risk beta and market risk premiums
Author/Authors :
Guy Kaplanski، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Keywords :
CAPM , Downside risk beta , Risk premiums , Conditional-VaR
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
