Downside risk and asset pricing

Article Abstract:

Influence of downside risk on stock prices is examined. Factors affecting mean variance inefficiency of stock portfolio are also analyzed.

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Utility-based performance measures for regression models

Article Abstract:

The usage of regression models for analyzing stock performances in financial markets is presented.

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Capital market equilibrium with externalities, production and heterogeneous agents

Article Abstract:

The impact of volatility in utility costs, on stock prices, is examined.

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