Rewards for Downside Risk in Asian Markets
Distributional properties of emerging market returns may impact on investor ability and willingness to diversify. Investors may also place greater weighting on downside losses, compared to upside gains. Using individual equities in a range of emerging Asian markets, we investigate the potential cont...
| Main Authors: | , |
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| Format: | Journal Article |
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Elsevier BV, North Holland
2013
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| Online Access: | http://hdl.handle.net/20.500.11937/48070 |