An Analytical Comparison of Variance and Semivariance Capital Market Theories
Download full text from publisher
References listed on IDEAS
- Milton Friedman, 1959.
"The Demand for Money: Some Theoretical and Empirical Results,"
NBER Chapters,in: The Demand for Money: Some Theoretical and Empirical Results, pages 1-29
National Bureau of Economic Research, Inc.
- Milton Friedman, 1959. "The Demand for Money: Some Theoretical and Empirical Results," Journal of Political Economy, University of Chicago Press, vol. 67, pages 327-327.
- Milton Friedman, 1959. "The Demand for Money: Some Theoretical and Empirical Results," NBER Books, National Bureau of Economic Research, Inc, number frie59-1, January.
- Graves, Philip E, 1978. "New Evidence on Income and the Velocity of Money," Economic Inquiry, Western Economic Association International, vol. 16(1), pages 53-68, January.
- Graves, Philip E, 1976. "Wealth and Cash Asset Proportions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 8(4), pages 487-496, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Jose Fernandes & Augusto Hasman & Juan Ignacio Pena, 2007.
"Risk premium: insights over the threshold,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 18(1), pages 41-59.
- Peña Sánchez de Rivera, Juan Ignacio & Fernandes, Jose L. B. & Hasman, Augusto, 2006. "Risk premium: insights over the threshold," DEE - Working Papers. Business Economics. WB wb062808, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
- José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006. "Risk Premium: Insights Over The Threshold," Working Papers Series 126, Central Bank of Brazil, Research Department.
- 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.
- 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.
- 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.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:jfinqa:v:14:y:1979:i:02:p:221-242_00. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters). General contact details of provider: http://journals.cambridge.org/jid_JFQ .
We have no references for this item. You can help adding them by using this form .