Volatility versus downside risk: performance protection in dynamic portfolio strategies
Crossref DOI link: https://doi.org/10.1007/s10287-018-0310-4
Published Online: 2018-05-23
Published Print: 2019-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Barro, Diana http://orcid.org/0000-0003-2393-1740
Canestrelli, Elio
Consigli, Giorgio
Text and Data Mining valid from 2018-05-23
Article History
Received: 13 May 2017
Accepted: 6 May 2018
First Online: 23 May 2018