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 = "Portfolio Management Research",

number = "1",

}

TY - JOUR

T1 - Extreme returns, downside risk, and optimal asset allocation

AU - Lucas, A.

AU - Klaassen, P.

PY - 1998

Y1 - 1998

UR - https://www.scopus.com/pages/publications/0032623145

UR - https://www.scopus.com/inward/citedby.url?scp=0032623145&partnerID=8YFLogxK

U2 - 10.3905/jpm.1998.409657

DO - 10.3905/jpm.1998.409657

M3 - Article

SN - 0095-4918

VL - 25

SP - 71

EP - 79

JO - The Journal of Portfolio Management

JF - The Journal of Portfolio Management

IS - 1

ER -