Work

On the Use and Misuse of Downside Risk

Year: 1996

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.1996.35

Authors: Frank A. Sortino, Hal J. Forsey

Institution: San Francisco State University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2175188600

FWCI: 5.363

Cites:

Cited by: 137

Related to: 10