Does downside beta matter in asset pricing? Evidence from the Egyptian Stock Exchange
Sharpe’s (1964) beta was heavily criticized by scholars pinpointing many predicaments. Initially, the downside framework was introduced by Markowitz (1959) as an alternative to Sharpe’s beta. Many studies later investigated downside beta and its effectiveness in developed and developing markets. Egy...
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| Główni autorzy: | , |
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| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
October University for Modern Sciences and Arts (MSA)
2024-01-01
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| Seria: | MSA-Management Sciences Journal |
| Hasła przedmiotowe: | |
| Dostęp online: | https://msamsj.journals.ekb.eg/article_332162_7f5b9faaebb7da40e91cce4d89b52b40.pdf |
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