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.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Forecasts, trends, outlooks, Forecasts and trends, Market trend/market analysis, Variance (Statistics), Market risk
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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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.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Usage, Financial markets, Statistical methods
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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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.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Italy, Cost (Economics), Costs (Economics)
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Subjects list: United States, Analysis, Stocks, Stock prices
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