A Brief History of Downside Risk Measures

10.2307/2330509

Balzer Leslie A, Journal of Investing, 3, 1994

Bawa Vijay S, Journal of Financial Economics, 2, 1975

Bey Roger P, Journal of Financial and Quantitative Analysis, 14, 1979

10.2469/faj.v41.n1.48

Brinson Gary P., L., 1986, Financial Analysts Journal, July~, 44

Elton Edwin J, 1976, Journal of Finance, 31, 5

Elton Edwin J, 1978, Journal of Finance, 33, 1384

Fama Eugene F, 1992, Journal of Finance, Z . Z ., 47, 2

Fishburn Peter C, 1991, Financial Analysts Journal, 47, 5

Harlow W.V., 1989, Journal of Financial and Quantitative Z . Z . Analysis, 24, 3

Hogan William W, Journal of Financial and Quantitative Analysis, 7, 1972

~~, Journal of Financial and Quantitative Analysis, 9, 1974

Jahnke William W, 1997, Journal of Financial Planning, 113

Jensen Michael C, Journal of Finance, 23, 1968

Kaplan Paul D, Journal of Investing, 3, 1994a

~~, Journal of Investing, 3, 1994b

Klemkosky Robert C, Journal of Financial and Quantitative Analysis, 8, 1973

Kroll Yoram, Journal of Finance, 39, 1984

10.1287/mnsc.26.12.1238

Mao James C.T, Journal of Financial and Quantitative Analysis, 5, 1970

~~, Journal of Finance, 7, 1952

Merriken Harry E, 1994, Journal of Investing, 3, 3

Nantell Timothy J, 1979, Journal of Financial and Quantitative Analysis, Z . Z ., 14, 2

Nawrocki David N, 1992, Interna-Z . Z . tional Review of Financial Analysis, 1, 3

~~, 1983, Journal of Business Z . Z . Finance and Accounting, 10, 2

~~, 1991, Applied Economics, 23, 3