Work

A time-varying perspective on the CAPM and downside betas

Year: 2013

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2013.07.006

Authors: Hsiu-Jung Tsai, Ming-Chi Chen, Chih-Yuan Yang

Institutions: National Kaohsiung First University of Science and Technology, National Sun Yat-sen University, Tainan University of Technology

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2109213319

FWCI: 3.854

Cites: 29

Cited by: 41

Related to: 10