A note on a mean-lower partial moment CAPM without risk-free asset (Q2294314): Difference between revisions
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| Property / cites work: Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection / rank | |||
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| Property / cites work: Non-separation in the mean -- lower-partial-moment portfolio optimization problem / rank | |||
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| Property / cites work: Mean Lower Partial Moment Valuation and Lognormally Distributed Returns / rank | |||
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| Property / cites work: Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips / rank | |||
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Latest revision as of 17:26, 21 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on a mean-lower partial moment CAPM without risk-free asset |
scientific article |
Statements
A note on a mean-lower partial moment CAPM without risk-free asset (English)
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10 February 2020
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CAPM
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lower partial moment
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zero-beta CAPM
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