TITLE

Is it time to reconsider semivariance again? A note

AUTHOR(S)
Kochman, Ladd
PUB. DATE
January 2000
SOURCE
American Business Review;Jan2000, Vol. 18 Issue 1, p19
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
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.
ACCESSION #
2733409

 

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