A note on a mean-lower partial moment CAPM without risk-free asset (Q2294314): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Non-separation in the mean -- lower-partial-moment portfolio optimization problem / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Mean Lower Partial Moment Valuation and Lognormally Distributed Returns / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips / rank | |||
Normal rank | |||
Latest revision as of 18:26, 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)
0 references
10 February 2020
0 references
CAPM
0 references
lower partial moment
0 references
zero-beta CAPM
0 references
