An exploration of the relationship between size and risk in a downside risk framework applied to Malaysian property shares

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An exploration of the relationship between size and risk in a downside risk framework applied to Malaysian property shares

The relationship between size and risk (systematic and unsystematic risk) has received considerable attention in recent literature. However, these studies employ variance as the risk measure, which the appropriateness for using this risk measure is always questioned by researchers and practitioners...

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Bibliographic Details
Main Authors:	Lee, Chyi Lin, Robinson, Jon, Reed, Richard G.
Format:	Conference or Workshop Item
Language:	English
Published:	2006
Subjects:	H Social Sciences (General)
Online Access:	http://eprints.utm.my/1298/ http://eprints.utm.my/1298/1/Lee_Relationship_Size_Risk_Malaysian_Property_Shares%5B1%5D.pdf

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