Results 251 to 260 of about 30,883 (281)

Downside Beta and Global Equity Returns

SSRN Electronic Journal, 2016
Yigit Atilgan, Turan G. Bali
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Does Downside Beta Really Matter?

SSRN Electronic Journal, 2016
Yigit Atilgan, K. Ozgur Demirtas, A. Doruk Gunaydin   +2 more
openaire   +1 more source

Attribution Analysis of Bull/Bear Alphas and Betas with Applications to Downside Risk Management

SSRN Electronic Journal, 2011
In this research note, we will discuss a specific asymmetrical model and build an attribution framework which allows relating the effects of asymmetry on Alpha and Beta relative to a benchmark model, the single-index model with its symmetric Alpha and Beta.
openaire   +1 more source

A novel downside beta and expected stock returns

International Review of Financial Analysis, 2023
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Is co-skewness a better measure of risk in the downside than downside beta?

Journal of Multinational Financial Management, 2007
Don U.A. Galagedera, Robert D. Brooks
openaire   +1 more source

Beta coefficients: Upside and downside risk

Omega, 1975
openaire   +1 more source

The Relationships Between Beta Coefficients in the Classical and Downside Framework: Evidence from Warsaw Stock Exchange

2018
This paper presents the relationship between classical and downside beta coefficients in the context of data generating processes. The theoretical analysis were the basis for determining the relationship between the beta coefficients in the classical and downside framework.
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Application of downside beta for risk assessment based on the example of companies listed at warsaw stock exchange in the bull and bear market phases [PDF]

Acta Universitatis Nicolai Copernici, Ekonomia, 2010
The main aim of research was to check if downside risk is priced at Warsaw Stock Exchange. The analyzing of changing in models parameters in different phase of economic situation was the additional aim. Semi-variance was better measure of risk then variance in capital asset pricing model.
openaire  

Triple combination of interferon beta-1b, lopinavir–ritonavir, and ribavirin in the treatment of patients admitted to hospital with COVID-19: an open-label, randomised, phase 2 trial

Lancet, The, 2020
Kwok-Cheung Lung, Tom Wai-Hin Chung, Hoi-Ping Shum   +2 more
exaly  

Traditional Beta, Downside Risk Beta, and Market Risk Premiums

CFA Digest, 2005
openaire   +1 more source