Rewards for Downside Risk in Asian Markets

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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...

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Bibliographic Details
Main Authors:	Alles, Lakshman, Murray, L.
Format:	Journal Article
Published:	Elsevier BV, North Holland 2013
Subjects:	Downside risk Risk exposure and returns Emerging markets
Online Access:	http://hdl.handle.net/20.500.11937/48070

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