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Christian Jonnatan Jacobsen Soto Herrera,Fernanda Finotti Cordeiro Perobelli
Pág. 285 - 335
This article empirically test the lower partial moments models, Sortino, Upside Potential Ratio, Omega and Kappa, comparing them with the traditional CAPM, for listed shares of Ibovespa and Dow Jones index. These two classes of models are distinguished i...
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