Downside Risk And Empirical Asset Pricing
Pim van Vliet (1977, Bodegraven, The Netherlands) obtained his Master’s degree in Economics with honors from the Erasmus University Rotterdam in 2000. In October 2000, he joined ERIM to carry out his doctoral research. Parts of his work have been published and presented at international conferences. His current research interest includes investor preferences, empirical asset pricing and investment strategies.
|Keywords||Asset pricing theory, Benchmark portfolios, CAPM, Momentum, Three-factor model, downside risk, efficiency, investors, market, portfolios, risk, risk aversion, stock market portfolio, stocks|
|Promotor||Post, G.T. (Thierry)|
|Sponsor||Erasmus University Rotterdam, Erasmus School of Economics. Promotor: Prof.dr. G.T. Post, Other members: Prof.dr. W.F.M. de Bondt, Prof.dr. J.T.J. Smit, Prof.dr. J. Spronk|
van Vliet, P.. (2004, December 16). Downside Risk And Empirical Asset Pricing (No. ERIM PhD Series;EPS-2004-049-F&A). Retrieved from http://hdl.handle.net/1765/1819