Wiadomości Statystyczne. The Polish Statistician > 2019 > 64 > 11 > 58-75
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journal ISSN : | 0043-518X , 2543-8476 |
DOI | 10.5604/01.3001.0013.7582 |
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Bibliography
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Alles, L., Murray, L. (2013). Rewards for downside risk in Asian markets. Journal of Banking & Finance, 37(7), 2501–2509. DOI: 10.1016/j.jbankfin.2013.02.006.
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Ang, A., Chen, J., Xing, Y. (2006). Downside risk. The Review of Financial Studies, 19(4), 1191–1239. DOI: 10.1093/rfs/hhj035.
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Banz, R. W. (1981). The relationship between return and market value of common stocks. Journal of Financial Economics, 9(1), 3–18. DOI: 10.1016/0304-405X(81)90018-0.