Downside-only measures
- D-Index: A Risk Measure in a New DimensionAlfred K. Ma and Lanston L. YeungThe Journal of Index Investing May 2018, 9 (1) 84-91; DOI: https://doi.org/10.3905/jii.2018.9.1.084
- Fund Management Skill and Noise TradingFeng Dong and John A. DoukasThe Journal of Portfolio Management April 2018, 44 (5) 113-124; DOI: https://doi.org/10.3905/jpm.2018.44.5.113
- Tail Risk in the Cross Section of Alternative Risk Premium StrategiesNick Baltas and Bernd SchererThe Journal of Portfolio Management December 2018, 45 (2) 93-104; DOI: https://doi.org/10.3905/jpm.2018.45.2.093
- Measuring Sequence of Returns RiskAndrew Clare, Simon Glover, James Seaton, Peter N. Smith and Stephen ThomasThe Journal of Retirement July 2020, 8 (1) 65-79; DOI: https://doi.org/10.3905/jor.2020.1.066
- Portfolio Management with Drawdown-Based MeasuresMarat Molyboga and Christophe L’AhelecThe Journal of Alternative Investments December 2016, 19 (3) 75-89; DOI: https://doi.org/10.3905/jai.2017.19.3.075
- Semivolatility of Returns as a Measure of Downside RiskDonald R. Chambers and Qin LuThe Journal of Alternative Investments December 2016, 19 (3) 68-74; DOI: https://doi.org/10.3905/jai.2017.19.3.068
- Embracing Downside RiskRoni Israelov, Lars N. Nielsen and Daniel VillalonThe Journal of Alternative Investments December 2016, 19 (3) 59-67; DOI: https://doi.org/10.3905/jai.2017.19.3.059
- A Tail of Two Cities: On the Downside Risk and Loss
Profile of Asian and North American Hedge FundsJoseph Cherian, Christine Kon and William WengThe Journal of Alternative Investments June 2016, 19 (1) 55-77; DOI: https://doi.org/10.3905/jai.2016.19.1.055 - Chasing Two Rabbits: Challenges in Benchmarking Liquid AlternativesJ. Christopher Hughen and Patrick EckrichThe Journal of Index Investing August 2015, 6 (2) 80-85; DOI: https://doi.org/10.3905/jii.2015.6.2.080
- Drawdown Control with a Risk FloorJoe Zhou and James ShangThe Journal of Alternative Investments March 2015, 17 (4) 79-94; DOI: https://doi.org/10.3905/jai.2015.17.4.079
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (34)
- In Markets (20)
- In Wealth Management (50)
- Derivatives
- Options (249)
- Credit default swaps (41)
- Other (98)
- Factors, risk premia
- Factor-based models (220)
- Style investing (91)
- Other (22)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (247)
- Retirement (245)
- Social security (34)
- Pension funds (68)
- Other (31)
- Mutual funds/passive investing/indexing
- Mutual fund performance (115)
- Passive strategies (27)
- Other (121)
- Performance measurement
- Volatility measures (72)
- Performance measurement (591)
- Portfolio management/multi-asset allocation
- Portfolio theory (230)
- Portfolio construction (582)
- ESG investing (163)
- Manager selection (87)
- Other (85)
- Quantitative methods
- Statistical methods (437)
- Simulations (143)
- Quantitative methods (265)
- Real assets/alternative investments/private equity
- Real estate (70)
- Commodities (80)
- Other real assets (50)
- Currency (79)
- Private equity (207)
- Risk management
- Credit risk management (106)
- Tail risks (51)
- Risk management (277)
- Security analysis and valuation
- Technical analysis (19)