Comparing Semivariance and Calculated Beta on Basis of it to the Variance and Common Beta

In this article the researcher, comparing Semivariance and calculated Beta on basis of it to the variance and common Beta, has tried to see whether Downside Beta criteria (Semivariance and calculated Beta on basis of it) have any preference over the common risk criteria (variance and common Bata) or...

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Bibliographic Details
Main Authors: Reza tehrani, Moslem Peymany
Format: Article
Language:fas
Published: University of Tehran 2009-01-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_20033_c0a69da2895bd7adea3ad0d59f921693.pdf

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