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Steven L. Beach

Personal Details

First Name:Steven
Middle Name:L.
Last Name:Beach
Suffix:
RePEc Short-ID:pbe320
http://www.radford.edu/~slbeach
Box 6951 Radford University Radford, VA 24142
540-831-5087
Terminal Degree:1999 College of Business and Economics; Washington State University (from RePEc Genealogy)

Affiliation

Department of Accounting, Finance and Business Law
Radford University

Radford, Virginia (United States)
http://actg-web.asp.radford.edu/

:


RePEc:edi:dfradus (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Beach, Steven L., 2011. "Semivariance decomposition of country-level returns," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 607-623, October.
  2. Steven Beach & Alexei Orlov, 2007. "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, pages 147-166.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Beach, Steven L., 2011. "Semivariance decomposition of country-level returns," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 607-623, October.

    Cited by:

    1. Tsai, Hsiu-Jung & Chen, Ming-Chi & Yang, Chih-Yuan, 2014. "A time-varying perspective on the CAPM and downside betas," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 440-454.
    2. Philip A. Horvath & Amit K. Sinha, 2017. "Asymmetric reaction is rational behavior," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(1), pages 160-179, January.

  2. Steven Beach & Alexei Orlov, 2007. "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, pages 147-166.

    Cited by:

    1. Becker, Franziska & Gürtler, Marc, 2008. "Quantitative forecast model for the application of the Black-Litterman approach," Working Papers IF27V2, Technische Universität Braunschweig, Institute of Finance.
    2. Harris, Richard D F & Stoja, Evarist & Tan, Linzhi, 2016. "The dynamic Black-Litterman approach to asset allocation," Bank of England working papers 596, Bank of England.
    3. Lawrenz, Jochen & Zorn, Josef, 2017. "Predicting international stock returns with conditional price-to-fundamental ratios," Journal of Empirical Finance, Elsevier, pages 159-184.
    4. Erindi Allaj, 2013. "The Black–Litterman model: a consistent estimation of the parameter tau," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, pages 217-251.

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