Downside-only measures
- 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
- 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
- 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
- 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
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