TY  - RPRT
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Powell, Robert J.
AU  - Singh, Abhay K.
PY  - 2015
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/27535
AB  - This paper features an analysis of the effectiveness of a range of portfolio diversification strategies, with a focus on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures to a set of...
LA  - eng
KW  - Portfolio Diversification
KW  - Markowitz Analaysis
KW  - Downside Risk
KW  - CVaR
KW  - Draw-down.
TI  - Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
TY  - technical report
VL  - 2015
ER  -