A Brief History of Downside Risk Measures
- 31 August 1999
- journal article
- Published by With Intelligence LLC in The Journal of Investing
- Vol. 8 (3), 9-25
- https://doi.org/10.3905/joi.1999.319365
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Problems in Evaluating the Performance of Portfolios with OptionsCFA Magazine, 1985
- Managerial Risk Preferences for Below-Target ReturnsManagement Science, 1980
- Composite Measures for the Evaluation of Investment PerformanceJournal of Financial and Quantitative Analysis, 1979