A New Asset Pricing Model for Mean Variance Downside Risk Averse Investors

Researcher:

Olmo Badenas, José

Congress:

Royal Economic Society Annual Conference

Participation type:

Comunicación oral

Other authors:

Jose Olmo

Year:

2007

Location:

Warwick (UK)

Publication:

Jose Olmo. A New Asset Pricing Model for Mean Variance Downside Risk Averse Investors. En: Royal Economic Society Annual Conference. Warwick (UK): , 2007