An exploration of the relationship between size and risk in a downside risk framework applied to Malaysian property shares

• Main Authors: Lee, Chyi Lin, Robinson, Jon, Reed, Richard G.
• Format: Conference or Workshop Item
• Language: English
• Published: 2006
• Subjects: H Social Sciences (General)
• Online Access: http://eprints.utm.my/id/eprint/1298/1/Lee_Relationship_Size_Risk_Malaysian_Property_Shares%5B1%5D.pdf; http://eprints.utm.my/id/eprint/1298/; https://www.researchgate.net/publication/237116858_An_Exploration_of_the_Relationship_between_Size_and_Risk_in_a_Downside_Risk_Framework_Applied_to_Malaysian_Property_Shares

The relationship between size and risk (systematic and unsystematic risk) has received considerable attention in recent literature. However, these studies employ variance as the risk measure, which the appropriateness for using this risk measure is always questioned by researchers and practitioners...