Global downside risk and equity returns

2019 ◽  
Vol 98 ◽  
pp. 102065 ◽  
Author(s):  
Yigit Atilgan ◽  
Turan G. Bali ◽  
K. Ozgur Demirtas ◽  
A. Doruk Gunaydin
Keyword(s):  
Downside Risk ◽  
Equity Returns

Downside risk measures and equity returns in the NYSE

2009 ◽  
Vol 41 (8) ◽  
pp. 1055-1070 ◽  
Author(s):  
Dar-Hsin Chen ◽  
Chun-Da Chen ◽  
Jianguo Chen
Keyword(s):  
Risk Measures ◽  
Downside Risk ◽  
Equity Returns

Why Do Valuation Ratios Forecast Long-Run Equity Returns?

CFA Digest ◽  
1999 ◽  
Vol 29 (4) ◽  
pp. 60-62
Author(s):  
Thomas J. Latta
Keyword(s):  
Equity Returns ◽  
Long Run ◽  
Valuation Ratios

Utilizing Downside Risk Measures

2014 ◽  
Vol 31 (3) ◽  
pp. 42-50 ◽  
Author(s):  
Michelle McCarthy
Keyword(s):  
Risk Measures ◽  
Downside Risk

Predicting Equity Returns Using Tobin's q and Price-Earnings Ratios

CFA Digest ◽  
2004 ◽  
Vol 34 (2) ◽  
pp. 48-49
Author(s):  
Edgar J. Sullivan
Keyword(s):  
Equity Returns ◽  
Tobin’S Q ◽  
Tobin's Q

A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

2004 ◽  
Vol 09 (01) ◽  
Author(s):  
Teresa León ◽  
Vicente Liern ◽  
Paulina Marco ◽  
Enriqueta Vercher ◽  
José Vicente Segura
Keyword(s):  
Portfolio Selection ◽  
Downside Risk ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Risk Approach
Sign in / Sign up

Export Citation Format

Share Document