Showing 1 - 10 of 39
Persistent link: https://www.econbiz.de/10012262488
Persistent link: https://www.econbiz.de/10003759999
Persistent link: https://www.econbiz.de/10003760022
Persistent link: https://www.econbiz.de/10003889276
Persistent link: https://www.econbiz.de/10003477132
Persistent link: https://www.econbiz.de/10008667291
Persistent link: https://www.econbiz.de/10008689075
Persistent link: https://www.econbiz.de/10011432732
This paper features an analysis of the effectiveness of a range of portfolio diversi cation strategies, with a focus on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures to a set of daily arithmetically compounded returns on a...
Persistent link: https://www.econbiz.de/10011376286
Persistent link: https://www.econbiz.de/10009767001