Portfolio Diversification Effects of Downside Risk

Casper de Vries, N (Namwon) Hyung

Research output: Contribution to journalArticleAcademicpeer-review

23 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)107-125
Number of pages19
JournalJournal of Financial Econometrics
Volume3
Issue number1
DOIs
Publication statusPublished - 2005

Research programs

  • EUR ESE 01

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