Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC

DE Allen, Michael McAleer, R Powell, AK Singh

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages21
EditionEI report serie EI2015-32
Publication statusPublished - 2015

Publication series

SeriesEI report serie

Research programs

  • EUR ESE 31

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