Allen, David E.; McAleer, Michael; Powell, Robert J.; … - In: Journal of Risk and Financial Management 9 (2016) 2, pp. 1-18
This paper features an analysis of the effectiveness of a range of portfolio diversification strategies, with a focus … on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures … one for the application of portfolio investment strategies. The analysis is undertaken via the examination of multiple …