"Volatility versus downside risk: performance protection in dynamic ..."

Diana Barro, Elio Canestrelli, Giorgio Consigli (2019)

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DOI: 10.1007/S10287-018-0310-4

access: closed

type: Journal Article

metadata version: 2020-05-10

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Diana Barro, Elio Canestrelli, Giorgio Consigli:
Volatility versus downside risk: performance protection in dynamic portfolio strategies. Comput. Manag. Sci. 16(3): 433-479 (2019)

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