161
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

Economic significance of downside risk in developed and emerging markets

Pages 1627-1632 | Published online: 12 Nov 2009

References

  • Bawa , V. and Lindenberg , E. 1977 . Capital market equilibrium in a mean lower partial moment framework . Journal of Financial Economics , 5 : 189 – 200 .
  • Cotter , J. 2004 . Downside risk for European equity markets . Applied Financial Economics , 14 : 707 – 16 .
  • Estrada , J. 2005 . Risk and return in emerging markets: family matters . Journal of Multinational Financial Management , 15 : 257 – 72 .
  • Galagedera , D. U. A. and Brooks , R. 2007 . Is co-skewness a better measure of risk in the downside than downside beta? Evidence in emerging market data . Journal of Multinational Financial Management , 17 : 214 – 30 .
  • Harvey , C. 1995 . Predictable risk and returns in emerging markets . Review of Financial Studies , Fall : 773 – 816 .
  • Pedersen , C. S. and Hwang , S. 2007 . Does downside beta matter in asset pricing? . Applied Financial Economics , 17 : 961 – 78 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.