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Article
Is It Time to Reconsider the Semivariance Again? A Note
Faculty and Research Publications
  • Ladd Kochman, Kennesaw State University
Document Type
Article
Publication Date
1-1-2000
Abstract

Building on the assumption that stock returns are less-than-symmetric, the semivariances (SV) are computed for 14 domestic and foreign stock indices as well as their respective arithmetic means (AM) and standard deviations (SD) and hypotheses that the correlation between SVs and AMs will be both positive and greater than the correlation between SDs and AMs.

Citation Information
Kochman, Ladd. "Is it Time to Reconsider the Semivariance again? A Note." American Business Review 18.1 (2000): 19-21. Print.