The relevance of emerging markets in portfolio diversification: Analysis in a downside risk framework

Journal of Asset Management ◽

10.1057/jam.2012.5 ◽

2012 ◽

Vol 13 (3) ◽

pp. 162-169 ◽

Author(s):

S S S Kumar

Keyword(s):

Emerging Markets ◽

Downside Risk ◽

Portfolio Diversification ◽

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Performance Measurement of Hedge Funds Portfolios in a Downside Risk Framework

SSRN Electronic Journal ◽

10.2139/ssrn.1274821 ◽

2008 ◽

Author(s):

Chokri Mamoghli ◽

Sami Daboussi

Keyword(s):

Performance Measurement ◽

Hedge Funds ◽

Downside Risk ◽

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Portfolio Diversification Effects of Downside Risk

Journal of Financial Econometrics ◽

10.1093/jjfinec/nbi004 ◽

2005 ◽

Vol 3 (1) ◽

pp. 107-125 ◽

Author(s):

N. Hyung

Keyword(s):

Downside Risk ◽

Portfolio Diversification

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Downside Risk in Emerging Markets

Emerging Markets Finance and Trade ◽

10.2753/ree1540-496x490306 ◽

2013 ◽

Vol 49 (3) ◽

pp. 65-83 ◽

Author(s):

Yigit Atilgan ◽

K. Ozgur Demirtas

Keyword(s):

Emerging Markets ◽

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Asset Allocation in a Downside-Risk Framework

Financial Analysts Journal ◽

10.2469/faj.v47.n5.28 ◽

1991 ◽

Vol 47 (5) ◽

pp. 28-40 ◽

Author(s):

W.V. Harlow

Keyword(s):

Asset Allocation ◽

Downside Risk ◽

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Portfolio Optimization in a Downside Risk Framework (Optimisation De Portefeuille Dans Le Cadre Du Downside Risk)

SSRN Electronic Journal ◽

10.2139/ssrn.1237322 ◽

2008 ◽

Author(s):

Chokri Mamoghli ◽

Sami Daboussi

Keyword(s):

Portfolio Optimization ◽

Downside Risk ◽

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Did Focusing on Asia Pacific Emerging Markets Provide Much Benefit to Portfolio Diversification during the Late 2000s Recession?

Indonesian Capital Market Review ◽

10.21002/icmr.v5i1.1579 ◽

2013 ◽

Vol 5 (1) ◽

Author(s):

Bambang Hermanto ◽

Fajar Indra

Keyword(s):

Emerging Markets ◽

Portfolio Diversification ◽

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Economic Significance of Downside Risk in Developed and Emerging Markets

SSRN Electronic Journal ◽

10.2139/ssrn.935194 ◽

2006 ◽

Author(s):

Don (Tissa) U. A. Galagedera

Keyword(s):

Emerging Markets ◽

Downside Risk ◽

Economic Significance

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Portfolio optimization in an upside potential and downside risk framework

Journal of Economics and Business ◽

10.1016/j.jeconbus.2013.08.001 ◽

2014 ◽

Vol 71 ◽

pp. 68-89 ◽

Author(s):

Denisa Cumova ◽

David Nawrocki

Keyword(s):

Portfolio Optimization ◽

Downside Risk ◽

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Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets

10.2469/dig.v33.n3.1333 ◽

2003 ◽

Vol 33 (3) ◽

pp. 72-73

Author(s):

Chenchuramaiah T. Bathala

Keyword(s):

Downside Risk ◽

Portfolio Diversification ◽

International Portfolio Diversification ◽

Bear Markets ◽

International Portfolio

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Capital Asset Pricing Models and Performance Measures in the Downside Risk Framework

SSRN Electronic Journal ◽

10.2139/ssrn.1139307 ◽

2008 ◽

Author(s):

Chokri Mamoghli ◽

Sami Daboussi

Keyword(s):

Asset Pricing ◽

Performance Measures ◽

Downside Risk ◽

Capital Asset Pricing ◽

Capital Asset ◽

Pricing Models ◽

Asset Pricing Models ◽

Risk Framework ◽

And Performance

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