Relationship between downside risk and return: New evidence through a multiscaling approach

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)1623 - 1633
Number of pages11
JournalApplied Financial Economics
Volume18
Issue number20
DOIs
Publication statusPublished - 2008

Cite this

@article{71f796110eba43a89b85a1df8edaf1d6,
title = "Relationship between downside risk and return: New evidence through a multiscaling approach",
author = "Galagedera, {Don Upatissa Asoka} and Maharaj, {Elizabeth Ann} and Brooks, {Robert Darren}",
year = "2008",
doi = "10.1080/09603100701720435",
language = "English",
volume = "18",
pages = "1623 -- 1633",
journal = "Applied Financial Economics",
issn = "0960-3107",
publisher = "Taylor & Francis",
number = "20",

}

TY - JOUR

T1 - Relationship between downside risk and return: New evidence through a multiscaling approach

AU - Galagedera, Don Upatissa Asoka

AU - Maharaj, Elizabeth Ann

AU - Brooks, Robert Darren

PY - 2008

Y1 - 2008

UR - http://dx.doi.org/10.1080/09603100701720435

U2 - 10.1080/09603100701720435

DO - 10.1080/09603100701720435

M3 - Article

VL - 18

SP - 1623

EP - 1633

JO - Applied Financial Economics

JF - Applied Financial Economics

SN - 0960-3107

IS - 20

ER -