Downside risk for short and long hedgers

Mean-Risk Analysis with Risk Associated with Below-Target Returns

Peter C. Fishburn · American Economic Review · 1975 · 1.2K citations

Management, Finance, Financial Management +16

Asset Allocation in a Downside-Risk Framework

W. V. Harlow · Financial Analysts Journal · 1991 · 369 citations

Business, Economics, Finance +14

Asset Allocation in a Downside Risk Framework

Tien Foo Sing, Seow Eng Ong · Journal of Real Estate Portfolio Management · 2000 · 329 citations

Business, Finance, Risk Management +17

Models of Capital Budgeting, E-V Vs E-S

James C. T. Mao · Journal of Financial and Quantitative Analysis · 1970 · 196 citations

Business, Economics, Finance +17

Variance and Lower Partial Moment Measures of Systematic Risk: Some Analytical and Empirical Results

Kelly Price, Barbara Price, Timothy J. Nantell · The Journal of Finance · 1982 · 164 citations

Management, Finance, Risk Management +12