Concepedia

Downside Risk Management

Downside Risk Management is a risk management framework that specifically focuses on identifying, measuring, and mitigating potential losses below a specified threshold or target return in global portfolio management, distinguishing it from broader risk assessment approaches by its asymmetric concern with adverse deviations only.

545

Publications

32.5K

Citations

1.1K

Authors

604

Institutions

Publications per year

2017–2026

161

Parents

Publications

545

RETHINKING RISK MANAGEMENT

René M. Stulz · Journal of applied corporate finance · 1996 · 1.2K citations

, , +16

Downside Risk

Andrew Ang, Joseph Chen, Yuhang Xing · Review of Financial Studies · 2006 · 1.1K citations

, , +17

Carbon Tail Risk

Emirhan Ilhan, Zacharias Sautner, Grigory Vilkov · Review of Financial Studies · 2020 · 979 citations

, , +17

What Doesn't Kill You Will Only Make You More Risk‐Loving: Early‐Life Disasters and CEO Behavior

Gennaro Bernile, Vineet Bhagwat, P. Raghavendra Rau · The Journal of Finance · 2016 · 937 citations

, , +14

Performance Measurement in a Downside Risk Framework

Frank A. Sortino, Lee Price · The Journal of Investing · 1994 · 886 citations

, , +14

1–5 of 545

Authors

1.1K

  1. SN
    Sayyad Nojavan

    University of Tabriz, Iran

    8 publications · 311 citations

    8

    h-index

  2. KJ
    Kittisak Jermsittiparsert

    Ton Duc Thang University, Vietnam

    7 publications · 217 citations

    7

    h-index

  3. TC
    Thomas Conlon

    University College Dublin, Ireland

    6 publications · 1.1K citations

    6

    h-index

  4. JE
    Javier Estrada

    IESE Business School, Spain

    6 publications · 376 citations

    6

    h-index

  5. DL
    Donald Lien

    The University of Texas at San Antonio, United States

    5 publications · 341 citations

    5

    h-index

1–5 of 1.1K

Institutions

604

  1. Columbia University

    New York, United States

    11 h-index

    17 publications

    1.7K citations

  2. Tinbergen Institute

    Rotterdam, The Netherlands

    11 h-index

    15 publications

    928 citations

  3. University College Dublin

    Dublin, Ireland

    10 h-index

    20 publications

    3.3K citations

  4. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    10 h-index

    13 publications

    1.1K citations

  5. The University of Texas at Austin

    Austin, United States

    10 h-index

    14 publications

    1.1K citations

  6. Vrije Universiteit Amsterdam

    Amsterdam, The Netherlands

    9 h-index

    12 publications

    434 citations

  7. International Monetary Fund

    Washington D.C., United States

    9 h-index

    9 publications

    362 citations

  8. National Bureau of Economic Research

    Cambridge, United States

    8 h-index

    15 publications

    736 citations

1–8 of 604

Venues

  1. SSRN Electronic Journal

    Repository · 83 publications · 3.3K citations

    29

    h-index

  2. The Journal of Portfolio Management

    JPM · 18 publications · 1.4K citations

    14

    h-index

  3. Journal of Banking & Finance

    10 publications · 680 citations

    10

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 9 publications · 1.2K citations

    9

    h-index

  5. The Journal of Investing

    7 publications · 1.3K citations

    7

    h-index

1–5