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An Analytical Framework For Explaining Relative Performance Of Capm Beta And Downside Beta

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Author Info
DON U. A. GALAGEDERA () (Department of Econometrics and Business Statistics, Monash University, 900 Dandenong Road, Caulfield East, Victoria 3145, Australia)

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Abstract

Even though investors' view of risk is generally regarded as related to the downside of the return distribution the CAPM beta is still a widely used measure of systematic risk. A number of studies compare the empirical performance of CAPM beta and downside beta in explaining the variation in portfolio returns and report mixed results. This paper provides a basis for explaining such mixed results. Using data generating processes in the mean-variance and mean-lower partial moment frameworks, analytical relationships between the CAPM beta and downside beta are derived. The derived relationships reveal that the association between the two systematic risk measures is to a great extent dependent on the volatility of the market portfolio returns and the deviation of the target rate from the risk-free rate. How the relationships derived here may be used in practice is demonstrated using empirical data.

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Publisher Info
Article provided by World Scientific Publishing Co. Pte. Ltd. in its journal International Journal of Theoretical and Applied Finance.

Volume (Year): 12 (2009)
Issue (Month): 03 ()
Pages: 341-358
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Handle: RePEc:wsi:ijtafx:v:12:y:2009:i:03:p:341-358

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Related research
Keywords: CAPM beta; downside beta; equilibrium pricing models; data generating processes; asset pricing;

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This page was last updated on 2009-12-9.


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