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2,342
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Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis
Author(s):
David Allen
,
Michael McAleer
,
Robert Powell
,
Abhay Singh
Publication date
Created:
June 2016
Publication date
(Electronic):
June 21 2016
Journal:
Journal of Risk and Financial Management
Publisher:
MDPI AG
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39
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Regression Quantiles
Roger Koenker
,
Gilbert Bassett
(1978)
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The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
John Lintner
(1965)
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PORTFOLIO SELECTION*
Harry Markowitz
(1952)
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Author and article information
Journal
Title:
Journal of Risk and Financial Management
Abbreviated Title:
JRFM
Publisher:
MDPI AG
ISSN (Electronic):
1911-8074
Publication date Created:
June 2016
Publication date (Electronic):
June 21 2016
Volume
: 9
Issue
: 2
Page
: 6
Article
DOI:
10.3390/jrfm9020006
SO-VID:
1cc11aec-62cb-4f46-ac5e-f7e234132c49
Copyright ©
© 2016
License:
https://creativecommons.org/licenses/by/4.0/
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