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An Analytical Comparison of Variance and Semivariance Capital Market Theories

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  • Nantell, Timothy J.
  • Price, Barbara
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    File URL: http://journals.cambridge.org/abstract_S0022109000005275
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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

    Volume (Year): 14 (1979)
    Issue (Month): 02 (June)
    Pages: 221-242

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    Handle: RePEc:cup:jfinqa:v:14:y:1979:i:02:p:221-242_00

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    Cited by:
    1. Ping Cheng, 2004. "Asymmetric Risk Measures and Real Estate Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 89-102, October.
    2. Jose L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006. "Risk Premium: Insights Over The Threshold," Business Economics Working Papers wb062808, Universidad Carlos III, Departamento de Economía de la Empresa.
    3. Galagedera, Don U.A. & Brooks, Robert D., 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, Elsevier, vol. 17(3), pages 214-230, July.
    4. Galagedera, Don U.A., 2007. "An alternative perspective on the relationship between downside beta and CAPM beta," Emerging Markets Review, Elsevier, vol. 8(1), pages 4-19, March.
    5. Cumova, Denisa & Nawrocki, David, 2014. "Portfolio optimization in an upside potential and downside risk framework," Journal of Economics and Business, Elsevier, vol. 71(C), pages 68-89.

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