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Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Markowitz with various
draw-down
strategies, utilising a series of backtests. Our results suggest that none of the more …
Persistent link: https://www.econbiz.de/10011376286
Saved in:
2
European market portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Markowitz with various
draw-down
strategies, utilising a series of backtests. Our results suggest that none of the more …
Persistent link: https://www.econbiz.de/10010414201
Saved in:
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