نویسندگان
دانشکده مدیریت
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
In this article the researcher, comparing Semivariance and calculated Beta on basis of it to the variance and common Beta, has tried to see whether Downside Beta criteria (Semivariance and calculated Beta on basis of it) have any preference over the common risk criteria (variance and common Bata) or not. In order to achieve this, weekly data of 55 sample companies were gathered in a 6-year period (from the early 1378 to the late 1383) and tested. The results obtained show that among risk criteria, downside risk criteria have preference over common risk criteria
کلیدواژهها [English]
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