Downside-only measures
- Practical Applications of Measuring Sequence of Returns RiskAndrew Clare, Simon Glover, James Seaton, Peter N. Smith and Stephen ThomasPractical 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 ContextFeng Dong and Nicola ChiaraThe 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 InvestorsBrigitte PoschThe 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 PricingLaurie S. Goodman, Roger Ashworth, Brian Landy and Ke YinThe 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 InvestingKenneth R. Yager and Andrew H. ConnorThe 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? YesChris SparrowThe 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 StrategiesOliver Chan and Alfred Ka Chun MaThe 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 RosenThe 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 MovementsBenjamin M Blau, Bonnie F. Van Ness, Robert A. Van Ness and Robert A. WoodThe 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 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
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