Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis

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

Publisher: MDPI

E-ISSN: 1911-8074|9|2|6-6

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.9, Iss.2, 2016-06, pp. : 6-6

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Abstract