Down-side risk metrics as portfolio diversification strategies across the GFC

David E. Allen, Michael McAleer, Robert J. Powell, Abhay K. Singh

Year of publication:	31st October 2015
Authors:	Allen, David E. ; McAleer, Michael ; Powell, Robert ; Singh, Abhay Kumar
Publisher:	[Rotterdam] : [Econometric Institute, Erasmus School of Economics]
Subject:	Portfoliodiversifikation \| Portfolio diversification \| Portfolio-Management \| Portfolio selection \| Risikomaß \| Risk measure \| Schätzung \| Estimation \| Europa \| Europe

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