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On the Use and Misuse of Downside Risk
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  • 2011When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio40 cited
  • 2004Selecting portfolios for mutual funds40 cited
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  • 2009A numerical evaluation of meta-heuristic techniques in portfolio optimisation37 cited
  • 2003Portfolio selection on the Madrid Exchange: a compromise programming model35 cited
  • 2018Asymmetry and Ambiguity in Newsvendor Models31 cited
  • 2005On Extending the LP Computable Risk Measures to Account Downside Risk31 cited
  • 2022Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?29 cited
  • 2014Portfolio optimization with a copula-based extension of conditional value-at-risk

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29 cited
  • 2008Downside risk measures and equity returns in the NYSE28 cited
  • 2005Relative benchmark rating and persistence analysis: Evidence from Italian equity funds27 cited