An Empirical Comparison between CAPM and D-CAPM in A Malaysian Context

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An Empirical Comparison between CAPM and D-CAPM in A Malaysian Context

The purpose of this study is to conduct an empirical test on the D-CAPM of Estrada (2002) alongside the traditional CAPM. This is because the variance measure has been severely criticized and researchers are turning to downside risk measures for possible alternatives. The D-CAPM has been suggested t...

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Bibliographic Details
Main Author:	Teh, Kwong Yew
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/24977/

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