Downside-only measures
- 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
- 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
- Asymmetric Dynamics between Informed Trading Activity and Credit Default SwapsWen-Cheng Hu and Alex YiHou HuangThe Journal of Derivatives November 2018, 26 (2) 70-85; DOI: https://doi.org/10.3905/jod.2018.1.070
- 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
- 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
- Practical Applications of Measuring Sequence of Returns RiskAndrew Clare, Simon Glover, James Seaton, Peter N. Smith and Stephen ThomasPractical Applications April 2021, 8 (4) 1-7; DOI: https://doi.org/10.3905/pa.8.4.417
- Practical Applications of Embracing Downside RiskRoni Israelov, Lars N. Nielsen and Daniel VillalonPractical Applications January 2018, 5 (3) 1-4; DOI: https://doi.org/10.3905/pa.5.3.254
- 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
- The Use of Downside Risk Measures in Tax-Efficient Portfolio Construction and EvaluationBrian J. JacobsenThe Journal of Wealth Management January 2006, 8 (4) 17-26; DOI: https://doi.org/10.3905/jwm.2006.614433
- 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
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