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Downside-only measures

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  • The Impact of Faith-Based Screens on Investment Performance
    Esmeralda O. Lyn and Edward J. Zychowicz
    The 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 Conditions
    John O. Matthews and Cathy A. Rusinko
    The 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 Ratio
    Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
    The 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 Performance
    Dinusha Peiris and John Evans
    The 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 Xu
    The 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 Strategies
    Nick Baltas and Bernd Scherer
    The 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 Trading
    Feng Dong and John A. Doukas
    The 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 Risk
    Andrew Clare, Simon Glover, James Seaton, Peter N. Smith and Stephen Thomas
    Practical Applications April 2021, 8 (4) 1-7; DOI: https://doi.org/10.3905/pa.8.4.417

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