مرکز منطقه ای اطلاع رساني علوم و فناوري - Are the gains from international portfolio diversification exaggerated? The influence of downside risk in bear markets

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 :

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 :