Relationship between portfolio diversification and value at risk: Empirical evidence
- 31 December 2011
- journal article
- Published by Elsevier BV in Emerging Markets Review
- Vol. 12 (4), 443-459
- https://doi.org/10.1016/j.ememar.2010.12.004
Abstract
No abstract availableThis publication has 47 references indexed in Scilit:
- Market integration in developed and emerging markets: Evidence from the CAPMEmerging Markets Review, 2008
- On the duration of the financial system stability under liberalizationEmerging Markets Review, 2006
- An analysis of skewness and skewness persistence in three emerging marketsEmerging Markets Review, 2005
- Predicting financial crises in emerging markets using a composite non-parametric modelEmerging Markets Review, 2005
- Risk and return characteristics of property indices in emerging marketsEmerging Markets Review, 2004
- Leaders and followers: emerging market fund behavior during tranquil and turbulent timesEmerging Markets Review, 2003
- Market Integration and Investment Barriers in Emerging Equity MarketsThe World Bank Economic Review, 1995
- Emerging Stock Markets and International Asset PricingThe World Bank Economic Review, 1995
- Can Managed Portfolio Performance be Predicted?The Journal of Portfolio Management, 1994
- The Stable-Law Model of Stock ReturnsJournal of Business & Economic Statistics, 1988