Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
Year of publication: |
2014
|
---|---|
Authors: | Liu, Tengdong ; Hammoudeh, Shawkat ; Santos, Paulo Araújo |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 44.2014, C, p. 47-68
|
Publisher: |
Elsevier |
Subject: | Value at risk | Euro-zone equity markets | Augmented portfolios | Subperiods |
-
Liu, Tengdong, (2014)
-
Farkas, Walter, (2016)
-
Liquidity risk implications for market risk assessment in emerging markets
Stanković, Jelena Z., (2018)
- More ...
-
Liu, Tengdong, (2014)
-
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh, (2014)
-
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Hammoudeh, Shawkat, (2013)
- More ...