The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tavakoli Baghdadabad, Mohammad Reza, 2014. "Average drawdown risk reduction and risk tolerances," Research in Economics, Elsevier, vol. 68(3), pages 264-276.
- Cumova, Denisa & Nawrocki, David, 2014. "Portfolio optimization in an upside potential and downside risk framework," Journal of Economics and Business, Elsevier, vol. 71(C), pages 68-89.
More about this item
KeywordsDownside risk Value-at-risk Lower partial moment Managed Futures Portfolio diversification;
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