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Valuation, Downside Risk Measures and Asymmetrical Information: A Portfolio Optimization Approach

https://doi.org/10.2139/ssrn.1659425
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0022-0531(70)90038-4openalex-extracted
Increasing risk: I. A definition
inferredcites →https://doi.org/10.1016/0022-0531(71)90024-xopenalex-extracted
Stochastic dominance and diversification
inferredcites →https://doi.org/10.1016/0304-4068(94)00700-kopenalex-extracted
Increasing risk, decreasing absolute risk aversion and diversification
inferredcites →https://doi.org/10.1016/j.econlet.2006.02.004openalex-extracted
Comparing downside risk measures for heavy tailed distributions
inferredcites →https://doi.org/10.1016/j.ejor.2007.09.027openalex-extracted
Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?
inferredcites →https://doi.org/10.1016/j.iref.2005.03.003openalex-extracted
Mean-semivariance behavior: Downside risk and capital asset pricing
inferredcites →https://doi.org/10.1016/j.jbankfin.2005.06.005openalex-extracted
Downside risk and asset pricing
inferredcites →https://doi.org/10.1080/17446540500426821openalex-extracted
Project valuation and investment decisions: CAPM versus arbitrage
inferredcites →https://doi.org/10.1111/0022-1082.00247openalex-extracted
Conditional Skewness in Asset Pricing Tests
inferredcites →https://doi.org/10.1111/1540-6261.00425openalex-extracted
Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1967.tb01651.xopenalex-extracted
RISK AND THE REQUIRED RETURN ON EQUITY
inferredcites →https://doi.org/10.1111/j.1540-6261.1980.tb03508.xopenalex-extracted
Co-Skewness and Capital Asset Pricing
inferredcites →https://doi.org/10.1198/073500104000000244openalex-extracted
Testing Asset Pricing Models With Coskewness
inferredcites →https://doi.org/10.1287/mnsc.10.1.174openalex-extracted
An Expected Gain-Confidence Limit Criterion for Portfolio Selection
inferredcites →https://doi.org/10.1287/mnsc.33.8.955openalex-extracted
A Class of Utility Functions Containing all the Common Utility Functions
inferredcites →https://doi.org/10.2139/ssrn.1336169openalex-extracted
Why D-CAPM is a Big Mistake? The Incorrectness of the Cosemivariance Statistics
inferredcites →https://doi.org/10.2307/2296431openalex-extracted
The Efficiency Analysis of Choices Involving Risk
inferredcites →https://doi.org/10.2307/2326275openalex-extracted
inferredcites →https://doi.org/10.2307/2330386openalex-extracted
Safety-First, Stochastic Dominance, and Optimal Portfolio Choice
inferredcites →https://doi.org/10.1111/j.1540-6261.1976.tb01961.xopenalex-snapshot
SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*
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