City Research Online - An asset pricing model for mean-variance-downside-risk averse investors

An asset pricing model for mean-variance-downside-risk averse investors

Olmo, J. (2007). An asset pricing model for mean-variance-downside-risk averse investors (07/01). London, UK: Department of Economics, City University London.

Publication Type:	Monograph (Discussion Paper)
Subjects:	H Social Sciences > HB Economic Theory
Departments:	School of Policy & Global Affairs > Economics > Discussion Paper Series

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Creators:	Olmo, J.
Status:	Published
Publisher:	Department of Economics, City University London
URI:	https://openaccess.city.ac.uk/id/eprint/1459
Date available in CRO:	05 Sep 2012 09:17
Dates:	Date Event 2007 Published