Remember Me
Or use your Academic/Social account:


Or use your Academic/Social account:


You have just completed your registration at OpenAire.

Before you can login to the site, you will need to activate your account. An e-mail will be sent to you with the proper instructions.


Please note that this site is currently undergoing Beta testing.
Any new content you create is not guaranteed to be present to the final version of the site upon release.

Thank you for your patience,
OpenAire Dev Team.

Close This Message


Verify Password:
Verify E-mail:
*All Fields Are Required.
Please Verify You Are Human:
fbtwitterlinkedinvimeoflicker grey 14rssslideshare1
Olmo, J. (2007)
Publisher: Department of Economics, City University London
Languages: English
Types: Book
Subjects: HB
  • The results below are discovered through our pilot algorithms. Let us know how we are doing!

    • [2] Ang, A., J.S. Chen, and Y. Xing (2001). “Downside Risk and the Momentum Effect.” NBER Working Paper No. W8643. Available at SSRN: http://ssrn.com/abstract=294082
    • [2] Ang, A., J.S. Chen, and Y. Xing (2005). “Downside Risk.” Forthcoming Review of Financial Studies.
    • [3] Arzac, E., and V. Bawa (1977). “Portfolio choice and equilibrium in capital markets with safety first investors.” Journal of Financial Economics 4, 277-288.
    • [4] Bawa, V.S. (1975). “Optimal rules for ordering uncertain prospects.” Journal of Financial Economics 2, 95-121.
    • [5] Bawa, V.S. (1976). “Admissible portfolios for all individuals.” Journal of Finance 23, 1169-1183.
    • [6] Bawa, V.S. (1978). “Safety first, stochastic dominance, and optimal portfolio cChoice.” Journal of Financial and Quantitative Analysis 13, 255-271.
    • [7] Bawa, V.S., and E. Lindenberg (1977). “Capital market equilibrium in a Mean, Lower Partial Moment Framework.” Journal of Financial Economics 5, 189-200.
    • [8] Bawa, V.S., S. Brown, and R. Klein (1981). “Asymmetric Response Asset Pricing Models: Testable Alternatives to Mean-Variance.” Mimeo.
    • [9] Black ,F., M.C. Jensen, and M. Scholes (1972). “The Capital Asset Pricing Model: some empirical tests.” In M. Jensen, ed.: Studies in the Theory of Capital Markets (Praeger).
    • [12] Fama, E., F., and K. R. French (1992). “The cross-section of expected stock returns.” Journal of Finance 47, 427-465.
    • [12] Fama, E., F., and K. R. French (1993). “Common risk factors in the returns on stock and bonds stock returns.” Journal of Financial Economics 33, 3-56.
    • [12] Fama, E., F., and K. R. French (1995). “Size and Book-to-Market factors in Earnings and Returns.” Journal of Finance 50, 1, 131-155.
    • [13] Fama, E., F., and K. R. French (2003). “The Capital Asset Pricing Theory: Theory and Evidence.” CRSP Working Paper No. 550 ; Tuck Business School Working Paper No. 03- 26. Available at SSRN: http://ssrn.com/abstract=440920 or DOI: 10.2139/ssrn.440920
    • [14] Fishburn, P. (1977). Mean-Risk Analysis with Risk Associated with Below-Target returns.” American Economic Review 67, 116-126.
    • [15] Harlow, W.V., and R.K.S. Rao (1989). “Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence,” Journal of Financial and Quantitative Analysis 3, 285-309.
    • [16] Hogan, W., and J. Warren (1974). “Toward the development of an Equilibrium CapitalMarket Model based on Semivariance.” Journal of Financial and Quantitative Analysis 9, 1-11.
    • [17] Jahankhani, R. (1976). “E-V and E-S capital asset pricing models: some empirical tests.” Journal of Financial and Quantitative Analysis 11, 513-528.
    • [20] Markowitz, H. (1952). “Portfolio selection.” Journal of Finance 7, 77-91.
    • [20] Markowitz, H. (1959). “Portfolio selection, Efficient Diversification of Investments,” Cowles Foundation for Research in Economics at Yale University, Monograph 16, John Wiley & Sons, New York.
    • [21] Merton, E.C. (1973). “An intertemporal capital asset pricing model.” Econometrica 41, 867-887.
    • [22] Post, T., and P. van Vliet (2004). “Conditional Downside Risk and the CAPM.” ERIM Report Series Reference No. ERS − 2004 − 048 − F &A
    • [23] Post, T., and P. van Vliet (2006). “Downside risk and asset pricing.” Journal of Banking and Finance 30, 823-849.
    • [24] Ross, “Mutual Fund Separation in Financial Theory: Separating Distributions,” Journal of Economic Theory 17, 254-286.
  • No related research data.
  • No similar publications.

Share - Bookmark

Download from

Cite this article