An analytical framework for explaining relative performance of CAPM beta and downside beta

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	341 - 358
Number of pages	18
Journal	International Journal of Theoretical and Applied Finance
Volume	12
Issue number	3
Publication status	Published - 2009

Cite this

@article{ae42d6a088b34637b46d713720dbf365,

title = "An analytical framework for explaining relative performance of CAPM beta and downside beta",

author = "Galagedera, {Don Upatissa Asoka}",

year = "2009",

language = "English",

volume = "12",

pages = "341 -- 358",

journal = "International Journal of Theoretical and Applied Finance",

issn = "0219-0249",

publisher = "World Scientific Publishing",

number = "3",

}