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1 Performance Measurement in a Downside Risk Framework
Frank A . Sortino and Lee N . Price
The Journal of Investing
Fall 1994, Vol. 3, No. 3: pp. 59-64
DOI: 10.3905/joi.3.3.59
http://www.iijournals.com/doi/abs/10.3905/joi.3.3.59

2 Downside risk
Frank A . Sortino and Robert Van Der Meer
The Journal of Portfolio Management
Summer 1991, Vol. 17, No. 4: pp. 27-31
DOI: 10.3905/jpm.1991.409343 Downside risk
http://www.iijournals.com/doi/abs/10.3905/jpm.1991.409343

3 Mean-semivariance models for fuzzy portfolio selection
Xiaoxia Huang
Journal of Computational and Applied Mathematics
Volume 217, Issue 1, 15 July 2008, Pages 1-8
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6TYH-4NYJ0S0-3&_user=10&_coverDate=07%2F15%2F2008&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1698620493&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=e49ee15c802b752a966bc7cfd40cb1d7&searchtype=a

4 Capital market equilibrium in a mean-lower partial moment framework
Vijay S. Bawa and Eric B. Lindenberg
Journal of Financial Economics
Volume 5, Issue 2, November 1977, Pages 189-200
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-45KNKK3-F&_user=10&_coverDate=11%2F30%2F1977&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1698617139&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=6a3de39899151d2cc5126599b5af47a0&searchtype=a

5 Mean–Absolute Deviation Model
Hiroshi Konno
Stochastic Programming
International Series in Operations Research & Management Science, 2011, Volume 150, 239-255, DOI: 10.1007/978-1-4419-1642-6_11

http://www.springerlink.com/content/q624u5wj5445417u/

6 A mean-absolute deviation-skewness portfolio optimization model
Hiroshi Konno, Hiroshi Shirakawa and Hiroaki Yamazaki
Annals of Operations Research
Volume 45, Number 1, 205-220, DOI: 10.1007/BF02282050
http://www.springerlink.com/content/j37p852u4071307n/