Title:

Downside Risk, Portfolio Diversification and the Financial Crisis in the Euro-Zone

Authors:

Soodabeh Sarafrazi (Drexel U)
Shawkat Hammoudeh (Drexel U, IPAG Business School)
Paulo Araújo Santos (U Lisboa)

Journal:

Journal Of International Financial Markets, Institutions And Money

Year:

2014

Volume:

32

Pages:

368-396

JEL codes:

E44 - Financial Markets and the Macroeconomy
G1 - General Financial Markets
G11 - Portfolio Choice; Investment Decisions
H63 - Debt; Debt Management