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Research Output 2011 2018

  • 9 Citations
  • 1 h-Index
  • 5 Article
  • 2 Chapter
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Chapter
2016

The Portfolio Diversification Benefits of Frontier Markets: An Investigation Into Regional Effects

Andrikopoulos, P., Niklewski, J. & Rodgers, T., 2016, Handbook of Frontier Markets: Evidence from Middle East, North Africa and International Comparative Studies. Andrikopoulos, P., Gregoriou, G. N. & Kallinterakis, V. (eds.). London, UK.: Academic Press, Vol. 2. p. 163-192 29 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Regional effects
Portfolio diversification
Diversification benefits
Non-normality
Copula
2013

International Portfolio Diversification and the 2007 Financial Crisis

Niklewski, J. & Rodgers, T., 2013, Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios. Batten, J. A., MacKay, P. & Wagner, N. (eds.). Basingstoke: Palgrave Macmillan UK, p. 225-252 28 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Stock selection
Financial crisis
International portfolio diversification
Managers
Investors