Journal of Portfolio Management, 0095-4918

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Related Publications
  1. DOWNSIDE RISK - CAPTURING WHATS AT STAKE IN INVESTMENT SITUATIONS

    SORTINO, FA. & VANDERMEER, R., 1991, In : Journal of Portfolio Management. 17, 4, p. 27-31 5 p.

    Research output: Contribution to journalArticleAcademicpeer-review

  2. Performance measurement and insurance liabilities

    Plantinga, A. & Huijgen, C., 2001, In : Journal of Portfolio Management. 27, 3, p. 105-115 11 p.

    Research output: Contribution to journalArticleAcademicpeer-review

  3. Shrinking the covariance matrix - simpler is better

    Benninga, S. Z. & Disatnik, D. J., 2007, In : Journal of Portfolio Management. 33, 4, p. 56 - 63

    Research output: Contribution to journalArticleAcademicpeer-review

  4. The Dutch triangle - A framework to measure upside potential relative to downside risk.

    Sortino, F., van der Meer, R. A. H. & Plantinga, A., 1999, In : Journal of Portfolio Management. 26, 1, p. 50 - 58 9 p.

    Research output: Contribution to journalArticleAcademicpeer-review

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