14-134/III - European Market Portfolio Diversification Strategies across the GFC

• Authors
  David E. Allen, University of Sydney, University of South Australia, Australia; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain; Robert J. Powell, Edith Cowan University, Australia; Abhay K. Singh, Edith Cowan University, Australia
• Publication date
  October 16, 2014

• Keywords
  Portfolio Diversification, Markowitz Analaysis, Downside Risk, CVaR, Draw-down
• JEL
  C61, G11