City Research Online

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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