A brief history of downside risk measures.

Downside risk measures in portfolio analysis purport to be a major improvement over traditional portfolio theory. This paper traces the development of the concept from the initial portfolio theory articles in 1952 to articles in the Journal of Investing in 1994. An understanding of the issues facing the researchers provides better knowledge of the concept.

Main Author: Nawrocki, David.
Format: Villanova Faculty Authorship
Language: English
Published: 1999
Online Access: http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:178225
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A brief history of downside risk measures.
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