Downside-only measures
- The Impact of Faith-Based Screens on Investment PerformanceEsmeralda O. Lyn and Edward J. ZychowiczThe Journal of Investing August 2010, 19 (3) 136-143; DOI: https://doi.org/10.3905/joi.2010.19.3.136
- Linking Sustainability and Financial Valuation: Six Necessary ConditionsJohn O. Matthews and Cathy A. RusinkoThe Journal of Investing August 2010, 19 (3) 128-135; DOI: https://doi.org/10.3905/joi.2010.19.3.128
- The Cross-Sectional Dispersion of Stock Returns, Alpha, and the Information RatioLarry R. Gorman, Steven G. Sapra and Robert A. WeigandThe Journal of Investing August 2010, 19 (3) 113-127; DOI: https://doi.org/10.3905/joi.2010.19.3.113
- The Relationship Between Environmental Social Governance Factors and U.S. Stock PerformanceDinusha Peiris and John EvansThe Journal of Investing August 2010, 19 (3) 104-112; DOI: https://doi.org/10.3905/joi.2010.19.3.104
- Does Relaxing the Long-Only Constraint Increase the Downside Risk of Portfolio Alphas?Peter XuThe Journal of Investing February 2007, 16 (1) 43-50; DOI: https://doi.org/10.3905/joi.2007.681823
- 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
- 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
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