Open AccessPortfolio selection in euro area with CAPM and Lower Partial Moments models
Author(s) -
José Soares da Fonseca
Publication year - 2019
Publication title -
portuguese economic journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.169
H-Index - 14
eISSN - 1617-9838
pISSN - 1617-982X
DOI - 10.1007/s10258-019-00153-4
Subject(s) - capital asset pricing model , economics , portfolio , downside risk , econometrics , pairwise comparison , financial economics , stock market , market portfolio , stock (firearms) , systematic risk , mathematics , statistics , mechanical engineering , paleontology , horse , engineering , biology
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