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Downside risk in multiperiod tracking error models
Barro, Diana; Canestrelli, Elio - 2012
Persistent link: https://www.econbiz.de/10011629031
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Dynamic tracking error with shortfall control using stochastic programming
Barro, Diana; Canestrelli, Elio - 2012
Persistent link: https://www.econbiz.de/10011629033
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Volatility vs. downside risk : optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana; Canestrelli, Elio; Lanza, Fabio - 2014
Persistent link: https://www.econbiz.de/10011632160