Is it time to reconsider semivariance again? A note

Kochman, Ladd
January 2000
American Business Review;Jan2000, Vol. 18 Issue 1, p19
Academic Journal
Examines the efficiency of using semivariance (SV) in demonstrating average stock returns. Comparison between standard deviation (SD) and SV; Correlation between average returns and semivariances; Relationship between risk measures and means; Superiority of SV over SD.


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