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Downside-only measures

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  • Practical Applications of Measuring Sequence of Returns Risk
    Andrew Clare, Simon Glover, James Seaton, Peter N. Smith and Stephen Thomas
    Practical Applications January 2021, 8 (2) 1-7; DOI: https://doi.org/10.3905/pa.8.2.417
  • Improving Economic Efficiency of Public-Private Partnerships for Infrastructure Development by Contractual Flexibility Analysis in a Highly Uncertain Context
    Feng Dong and Nicola Chiara
    The Journal of Structured Finance April 2010, 16 (1) 87-99; DOI: https://doi.org/10.3905/jsf.2010.2010.1.002
  • Safety in Separation: How Unbundling Emerging Mortgage Markets Benefits Borrowers, Lenders, and MBS Investors
    Brigitte Posch
    The Journal of Structured Finance April 2010, 16 (1) 60-64; DOI: https://doi.org/10.3905/jsf.2010.16.1.060
  • Option ARMs: Performance and Pricing
    Laurie S. Goodman, Roger Ashworth, Brian Landy and Ke Yin
    The Journal of Structured Finance April 2010, 16 (1) 39-54; DOI: https://doi.org/10.3905/jsf.2010.16.1.039
  • Adventures in Unrated Debt Investing
    Kenneth R. Yager and Andrew H. Connor
    The Journal of Private Equity February 2006, 9 (2) 97-101; DOI: https://doi.org/10.3905/jpe.2006.628341
  • Are You Better Off Trading Blocks in Volatile Markets? Yes
    Chris Sparrow
    The Journal of Trading September 2009, 4 (4) 33-36; DOI: https://doi.org/10.3905/JOT.2009.4.4.033
  • A Framework for Stop-Loss Analysis on Trading Strategies
    Oliver Chan and Alfred Ka Chun Ma
    The Journal of Trading December 2014, 10 (1) 87-95; DOI: https://doi.org/10.3905/jot.2014.10.1.087
  • Are Short Sellers Superior Traders?
    Leslie Boni and Michael Rosen
    The Journal of Trading December 2010, 6 (1) 38-45; DOI: https://doi.org/10.3905/jot.2011.6.1.038
  • Short Selling during Extreme Market Movements
    Benjamin M Blau, Bonnie F. Van Ness, Robert A. Van Ness and Robert A. Wood
    The Journal of Trading September 2010, 5 (4) 14-27; DOI: https://doi.org/10.3905/jot.2010.5.4.014
  • D-Index: A Risk Measure in a New Dimension
    Alfred K. Ma and Lanston L. Yeung
    The Journal of Index Investing May 2018, 9 (1) 84-91; DOI: https://doi.org/10.3905/jii.2018.9.1.084

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