Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
Tengdong Liu; Shawkat Hammoudeh; Paulo Araújo Santos
| Year of publication: |
2014
|
|---|---|
| Authors: | Liu, Tengdong ; Hammoudeh, Shawkat ; Santos, Paulo Araújo |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 44.2014, p. 47-68
|
| Subject: | Value at risk | Euro-zone equity markets | Augmented portfolios | Subperiods | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Risikomaß | Risk measure | EU-Staaten | EU countries | Eurozone | Euro area | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010391088