Title of article
Are the gains from international portfolio diversification exaggerated? The influence of downside risk in bear markets
Author/Authors
K. C. Butler، نويسنده , , D. C. Joaquin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
31
From page
981
To page
1011
Keywords
Bear markets , Correlation , Downside risk , Portfolio diversification , RiskMetrics™ , Financial markets , GARCH , Student-t , Normal
Journal title
Journal of International Money and Finance
Serial Year
2002
Journal title
Journal of International Money and Finance
Record number
191359
Link To Document