Title:

Downside Risk and Portfolio Diversification in the Euro-Zone Equity Markets with Special Consideration of the Crisis Period

Authors:

Tengdong Liu (Southwestern U Finance and Economics)
Shawkat Hammoudeh (Drexel U)
Paulo Araújo Santos (CEAUL - U Lisboa)

Journal:

Journal of International Money and Finance

Year:

2014

Volume:

44

Pages:

47-68

JEL codes:

G1 - General Financial Markets
G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G15 - International Financial Markets
G18 - Government Policy and Regulation
G28 - Government Policy and Regulation