Skip to main navigation
Skip to search
Skip to main content
Bar-Ilan University Home
Help & FAQ
Home
Researchers
Organisations
Research output
Prizes
Student theses
Activities
Projects
Press/Media
Datasets
Equipment
Search by expertise, name or affiliation
Traditional beta, downside risk beta and market risk premiums
Guy Kaplanski
SFK Finance and Projects
Research output
:
Contribution to journal
›
Article
›
peer-review
18
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Traditional beta, downside risk beta and market risk premiums'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Downside Risk
100%
Beta Risk
100%
Market Risk Premium
100%
Conditional Value at Risk
60%
Historical Data
20%
Risk Assets
20%
Combined Model
20%
Explanatory Power
20%
Risk Premium
20%
Prior Distribution
20%
Bearish Market
20%
Shortfall Risk Measures
20%
CVaR Model
20%
Conditional VaR
20%
Traditional Models
20%
Asset Pricing Model
20%
Economics, Econometrics and Finance
Risk Premium
100%
Beta Risk
100%
Investors
50%
Financial Economics
50%