Downside risk, portfolio diversification and the financial crisis in the euro-zone
Soodabeh Sarafrazi; Shawkat Hammoudeh; Paulo Araújo Santos
| Year of publication: |
2014
|
|---|---|
| Authors: | Sarafrazi, Soodabeh ; Hammoudeh, Shawkat ; Santos, Paulo Araújo |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 32.2014, p. 368-396
|
| Subject: | Value at risk (VaR) euro-zone | Bond benchmarks | Stock indices | Commodities | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Eurozone | Euro area | Aktienindex | Stock index | Risikomanagement | Risk management | Risiko | Risk | VAR-Modell | VAR model | Volatilität | Volatility | Benchmarking | Anleihe | Bond | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011299784