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ArticleAdjusting for risk:

Kevin Dowd2000

Article2000

Adjusting for risk:

178 citations·0/0 files stored·International Review of Economics & Finance

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Financial Markets and Investment Strategies Financial Reporting and Valuation Research Risk and Portfolio Optimization

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References

1966Mutual Fund Performance 1994The Sharpe Ratio 1998Beyond Value at Risk: The New Science of Risk Management

Cited by

2008Does the Measure Matter in the Mutual Fund Industry?2019Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting 2012Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement 2017Socially responsible investment portfolios: Does the optimization process matter?2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 2003Risk-adjusted, ex ante, optimal technical trading rules in equity markets 2013A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 1999A Value at Risk Approach to Risk-Return Analysis

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Year2000

Typearticle

Published2000-07-01

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations178

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s1059-0560(00)00063-0

openalex_workW1557053574

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