Skip to search formSkip to main contentSkip to account menu

Downside beta

In investing, downside beta is the element of beta that investors associate with risk in the sense of the uncertain potential for loss. It is defined… 
Wikipedia (opens in a new tab)

Related topics

Related topics

5 relations
Capital asset pricing modelDownside riskDual-betaUpside beta

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2015
2015
PENGARUH DOWNSIDE BETA, UPSIDE BETA DAN BETA TERHADAP RETURN
Distribusi return dari suatu saham dapat berimbas pada kemampuan dan keinginan investor untuk melakukan diversifikasi. Investor… 
2015
2015
The Inconvenient Truth of the Downside Beta
In this thesis, we perform a robustness test of the interesting findings by in particular Artavanis (2013), but also Ang et al… 
2015
2015
Η σχέση μεταξύ αναμενόμενης απόδοσης και Downside Beta
The study of the relationship expected return and risk is one of the greatest challenges for researchers, since 1952 when the H… 
2013
2013
Why Downside Beta Is Better: An Educational Example.
An educational example is presented that is an effective teaching illustration to help students understand the difference between… 
2010
2010
Application of downside beta for risk assessment based on the example of companies listed at warsaw stock exchange in the bull and bear market phases
The main aim of research was to check if downside risk is priced at Warsaw Stock Exchange. The analyzing of changing in models… 
2010
2010
Implications of downside beta in Asian markets
2001
2001
MEASURING THE ASYMMETRY OF STOCK MARKET RISK
Portfolio and asset pricing theory use symmetric volatility measures to evaluate risk. We propose a method to isolate the risk… 
By clicking accept or continuing to use the site, you agree to the terms outlined in our Privacy Policy (opens in a new tab), Terms of Service (opens in a new tab), and Dataset License (opens in a new tab)