Examining significance of “downside beta” as a measure of risk – evidence from Indian equity market
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DOI: 10.1108/ijoem-01-2021-0026
Abstract: PurposeMany studies have shown that from a theoretical and empirical point of view, downside risk-based measures of risk are better than the traditional ones. Despite academic appeal and practical implications, downside risk has not been… read more here.
Keywords: downside beta; indian equity; beta; downside ... See more keywords