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Normal and extreme market betas

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Resumo:CAPM is one of the first models created to explain returns. However, previous literature shows that the model fails to account correctly for risk. Recent researchers suggest that using downside risk is an improvement over the CAPM. My work generalizes the idea of asymmetric beta using alternative thresholds. For this study, I first replicate previous results to show that indeed downside risk provides an improvement of results, and then construct portfolios to see whether the new extreme betas defined work better than those simple downside / upside betas. However, the new methodology does not improve the downside risk model.
Autores principais:Jin, David
Assunto:CAPM Beta Downside risk Extreme market conditions
Ano:2018
País:Portugal
Tipo de documento:dissertação de mestrado
Tipo de acesso:acesso aberto
Instituição associada:Universidade Nova de Lisboa
Idioma:inglês
Origem:Repositório Institucional da UNL
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author Jin, David
author_facet Jin, David
author_role author
contributor_name_str_mv Anjos, Fernando
RUN
country_str PT
creators_json_txt [{\"Person.name\":\"Jin, David\"}]
datacite.contributors.contributor.contributorName.fl_str_mv Anjos, Fernando
RUN
datacite.creators.creator.creatorName.fl_str_mv Jin, David
datacite.date.Accepted.fl_str_mv 2018-06-04T00:00:00Z
datacite.date.available.fl_str_mv 2018-10-22T11:41:22Z
datacite.date.embargoed.fl_str_mv 2018-10-22T11:41:22Z
datacite.rights.fl_str_mv http://purl.org/coar/access_right/c_abf2
datacite.subjects.subject.fl_str_mv CAPM
Beta
Downside risk
Extreme market conditions
datacite.titles.title.fl_str_mv Normal and extreme market betas
dc.contributor.none.fl_str_mv Anjos, Fernando
RUN
dc.creator.none.fl_str_mv Jin, David
dc.date.Accepted.fl_str_mv 2018-06-04T00:00:00Z
dc.date.available.fl_str_mv 2018-10-22T11:41:22Z
dc.date.embargoed.fl_str_mv 2018-10-22T11:41:22Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv http://hdl.handle.net/10362/49545
dc.language.none.fl_str_mv eng
dc.rights.none.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.subject.none.fl_str_mv CAPM
Beta
Downside risk
Extreme market conditions
dc.title.fl_str_mv Normal and extreme market betas
dc.type.none.fl_str_mv http://purl.org/coar/resource_type/c_bdcc
description CAPM is one of the first models created to explain returns. However, previous literature shows that the model fails to account correctly for risk. Recent researchers suggest that using downside risk is an improvement over the CAPM. My work generalizes the idea of asymmetric beta using alternative thresholds. For this study, I first replicate previous results to show that indeed downside risk provides an improvement of results, and then construct portfolios to see whether the new extreme betas defined work better than those simple downside / upside betas. However, the new methodology does not improve the downside risk model.
dirty 0
eu_rights_str_mv openAccess
format masterThesis
fulltext.url.fl_str_mv https://run.unl.pt/bitstreams/600c09d8-0a61-417a-aa97-e7a6d2ba7c1e/download
id run_c0fe0629889c19b248c8b974fe8ddd8f
identifier.url.fl_str_mv http://hdl.handle.net/10362/49545
instacron_str unl
institution Universidade Nova de Lisboa
instname_str Universidade Nova de Lisboa
language eng
network_acronym_str run
network_name_str Repositório Institucional da UNL
oai_identifier_str oai:run.unl.pt:10362/49545
organization_str_mv urn:organizationAcronym:unl
person_str_mv Jin, David
publishDate 2018
reponame_str Repositório Institucional da UNL
repository_id_str urn:repositoryAcronym:run
service_str_mv urn:repositoryAcronym:run
spelling engpt_PTCAPM is one of the first models created to explain returns. However, previous literature shows that the model fails to account correctly for risk. Recent researchers suggest that using downside risk is an improvement over the CAPM. My work generalizes the idea of asymmetric beta using alternative thresholds. For this study, I first replicate previous results to show that indeed downside risk provides an improvement of results, and then construct portfolios to see whether the new extreme betas defined work better than those simple downside / upside betas. However, the new methodology does not improve the downside risk model.application/pdfpt_PTNormal and extreme market betasJin, DavidAnjos, FernandoHostingInstitutionOrganizationalRUNe-mailmailto:run@unl.ptrun@unl.ptURNurn:tid:2019751902018-10-22T11:41:22Z2018-06-042018-06-04T00:00:00ZHandlehttp://hdl.handle.net/10362/49545http://purl.org/coar/access_right/c_abf2open accessCAPMBetaDownside riskExtreme market conditions420565 bytesliteraturehttp://purl.org/coar/resource_type/c_bdccmaster thesishttp://purl.org/coar/access_right/c_abf2application/pdffulltexthttps://run.unl.pt/bitstreams/600c09d8-0a61-417a-aa97-e7a6d2ba7c1e/download
spellingShingle Normal and extreme market betas
Jin, David
CAPM
Beta
Downside risk
Extreme market conditions
status SINGLETON
subject.fl_str_mv CAPM
Beta
Downside risk
Extreme market conditions
title Normal and extreme market betas
title_full Normal and extreme market betas
title_fullStr Normal and extreme market betas
title_full_unstemmed Normal and extreme market betas
title_short Normal and extreme market betas
title_sort Normal and extreme market betas
topic CAPM
Beta
Downside risk
Extreme market conditions
topic_facet CAPM
Beta
Downside risk
Extreme market conditions
url http://hdl.handle.net/10362/49545
visible 1