Variance vs downside risk: Is there really that much difference?
From MaRDI portal
Publication:1296359
DOI10.1016/S0377-2217(98)00258-6zbMath0935.91021OpenAlexW1993821751MaRDI QIDQ1296359
Henk Grootveld, Winfried G. Hallerbach
Publication date: 2 August 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(98)00258-6
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