Portfolio selection with limited downside risk

D.W. Jansen, C.G. Koedijk, C.G. de Vries

Research output: Contribution to journal › Article › Professional

Original language	English
Pages (from-to)	247-269
Journal	Journal of Empirical Finance
Volume	7
Issue number	3-4
Publication status	Published - 2000
Externally published	Yes

Cite this

@article{4e4f8afdb543486c8a4c42860b7e0489,

title = "Portfolio selection with limited downside risk",

author = "D.W. Jansen and C.G. Koedijk and {de Vries}, C.G.",

year = "2000",

language = "English",

volume = "7",

pages = "247--269",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

number = "3-4",

}