Steven L. Beach

Radford University - Department of Accounting, Finance & Business Law

Assistant Professor of Finance

Whitt Hall

College of Business and Economics

Radford, VA 24142-6951

United States

http://www.radford.edu/~slbeach

Radford University - College of Business and Economics

Assistant Professor of Finance

United States

http://www.radford.edu/~slbeach

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Semivariance Decomposition of Country-Level Returns

International Review of Economics & Finance, Vol. 20, No. 4, 2011
Posted: 04 Oct 2011
Steven L. Beach
Radford University - Department of Accounting, Finance & Business Law

Abstract:

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D-CAPM, Downside Risk, Semivariance Decomposition, Systematic Risk

2.

An Application of the Black-Litterman Model with EGARCH-M-Derived Views for International Portfolio Management

Financial Markets and Portfolio Management, Vol. 21, No. 2, pp. 147-166, 2007
Posted: 16 May 2007
Steven L. Beach and Alexei G. Orlov
Radford University - Department of Accounting, Finance & Business Law and Securities and Exchange Commission

Abstract:

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Black-Litterman, GARCH, Global portfolio management