A statistically optimal estimator of semivariance

Foundations of Finance.

Dennis E. Logue, Eugene F. Fama · The Journal of Finance · 1977 · 1.2K citations

A simple approximation for semivariance

F. Choobineh, D. Branting · European Journal of Operational Research · 1986 · 69 citations

Computing, Computer Science, Mathematics +7

Fundamentals of Investments.

Fred B. Renwick, Richard A. Stevenson, Edward H. Jennings · The Journal of Finance · 1977 · 64 citations

Traditional versus Theoretical Risk Measures

Russell J. Fuller, G. Wenchi Wong · Financial Analysts Journal · 1988 · 21 citations

Business, Finance, Risk Management +14

Safety First

Moshe Hagigi, Brian D. Kluger · The Journal of Portfolio Management · 1987 · 14 citations

Engineering, Chemical Engineering, Chemistry +12