Browsing by Author "Mehta, Amit"

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    • Study of downside risk and its use in equity valuation 

      Patkar, Siddhesh; Mehta, Amit (Indian Institute of Management Ahmedabad, 2005)
      Abstract: 1) Introduction and context description: Capital Asset Pricing Model (CAPM) uses variance as the measure of risk for investment portfolios. But in recent years the validity of variance as the appropriate measufgof ...