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...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2006
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| Subjects: | |
| 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 |
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Internet
http://eprints.utm.my/id/eprint/1298/1/Lee_Relationship_Size_Risk_Malaysian_Property_Shares%5B1%5D.pdfhttp://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