Nasr, Adnen Ben; Lux, Thomas; Ajmi, Ahdi N.; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2014
The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...