Jan 1, 2024 · This paper explores the cryptocurrency market through the prism of traditional multifactor asset-pricing models with particular attention to the downs…

6 days ago · Discover what downside risk means for economies and stock prices. Learn essential strategies to protect against these declines in our comprehensive guide.

Jul 6, 2023 · Relative to other conventional asset classes, cryptocurrencies exhibit high volatility and, consequently, downside risk. While the prospects of high returns are alluring for investors …

Oct 17, 2025 · Discover the importance of downside risk in investing, its various types, and factors contributing to it. Learn how to measure and manage downside risk.

Jun 25, 2023 · This review paper is to derive valuable insights into major risk factors affecting cryptocurrency return and volatility and find a probable solution to mitigate those risks.

The portfolio excess returns are regressed on their betas with respect to various risk factors: the market beta, the relative downside beta (defined as the downside beta minus the regular …

The analysis for 1,700 coins reveals that there is a significant heterogeneity in the exposure to the downside market risk, and that a higher downside risk exposure is associated with higher …

Dec 1, 2021 · This paper investigates whether investors can earn higher profits by holding cryptocurrencies with higher downside risk. Both portfolio-level analyses…

Guide to Downside Risk and its meaning. We explain its differences with upside risk and its formula along with examples, and advantages.

Oct 1, 2025 · Learn how to calculate downside risk, measure potential investment losses, and mitigate risks using methods like semi-deviation and VaR for informed decision-making.