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

• 主要な著者: Lee, Chyi Lin, Robinson, Jon, Reed, Richard G.
• フォーマット: Conference or Workshop Item
• 言語: English
• 出版事項: 2006
• 主題: H Social Sciences (General)
• オンライン･アクセス: 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...