Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips

Risk Aversion in the Small and in the Large

John W. Pratt · Econometrica · 1964 · 4.9K citations

Economics, Behavioral Decision Making, Risk Management +8

Risk Aversion in the Small and in the Large

John W. Pratt · Econometrica · 1976 · 4.7K citations

Behavioral Decision Making, Financial Risk Management, Risk Metric +17

The Sharpe Ratio

William F. Sharpe · The Journal of Portfolio Management · 1994 · 2.5K citations

Sharpe Index, Sharpe Ratio, Business +7

Aspects of the Theory of Risk-Bearing.

S. A. Ozga, Kenneth J. Arrow · Economica · 1966 · 1.9K citations

Risk Management, Management, Risk Analysis (Business) +4

Downside risk

Frank A. Sortino, Robert Van Der Meer · The Journal of Portfolio Management · 1991 · 583 citations