Downside risk, portfolio diversification and the financial crisis in the euro-zone

von Sarafrazi, Soodabeh
Veröffentlicht in Journal of international financial markets, institutions & money (2014)

Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period

von Liu, Tengdong
Veröffentlicht in Journal of international money and finance (2014)

Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks

von Hammoudeh, Shawkat
Veröffentlicht in The North American journal of economics and finance (2013)

High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables

von Santos, Paulo Araújo
Veröffentlicht in The North American journal of economics and finance (2013)