Middle East Economic Survey


No 42


Optimal Diversified Portfolios Subjected To Downside Market Risk

By Shawkat Hammoudeh

Dr Hammoudeh is Professor of Economics and International Business at Drexel University. He can be reached at hammousm@drexel.edu.

With the world at risk of entering another strong recession, financial downside risk management is increasingly in demand from investors. Prof Paulo Santos from ESGT Santarém and the University of Lisbon, Portugal, and I...