Work

Downside risk

Year: 1991

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.1991.409343

Authors: Frank A. Sortino, Robert van der Meer

Institutions: San Francisco State University, University of Groningen, Aegon (Netherlands)

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2482896810

FWCI: 1.885

Cites: 2

Cited by: 626

Related to: 10