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Upside and downside risk with a benchmark


  • Luisa Tibiletti
  • Simone Farinelli


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Suggested Citation

  • Luisa Tibiletti & Simone Farinelli, 2003. "Upside and downside risk with a benchmark," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(4), pages 387-387, December.
  • Handle: RePEc:kap:atlecj:v:31:y:2003:i:4:p:387-387
    DOI: 10.1007/BF02298499

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    References listed on IDEAS

    1. Elias L. Khalil, 1997. "The Red Queen Paradox: A Proper Name for a Popular Game - Note," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 153(2), pages 411-415, June.
    2. Lucas, Robert Jr., 1988. "On the mechanics of economic development," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 3-42, July.
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    Cited by:

    1. Massimiliano Caporin & Luca Corazzini & Michele Costola, 2014. "Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500," CREATES Research Papers 2014-33, Department of Economics and Business Economics, Aarhus University.
    2. Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26, March.
    3. Farinelli, Simone & Tibiletti, Luisa, 2008. "Sharpe thinking in asset ranking with one-sided measures," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1542-1547, March.
    4. Khalfaoui Rabeh, K & Boutahar Mohamed, B, 2011. "A time-scale analysis of systematic risk: wavelet-based approach," MPRA Paper 31938, University Library of Munich, Germany.

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