Extreme returns, downside risk, and optimal asset allocation

A. Lucas, P. Klaassen

Research output: Contribution to Journal › Article › Academic

Original language	English
Pages (from-to)	71-79
Number of pages	9
Journal	The Journal of Portfolio Management
Volume	25
Issue number	1
DOIs	https://doi.org/10.3905/jpm.1998.409657
Publication status	Published - 1998

Access to Document

@article{9ae60ff19fd3473c8a06e30216a59377,

title = "Extreme returns, downside risk, and optimal asset allocation",

author = "A. Lucas and P. Klaassen",

year = "1998",

doi = "10.3905/jpm.1998.409657",

language = "English",

volume = "25",

pages = "71--79",

journal = "The Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Institutional Investor, Inc",

number = "1",

}