1 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


http://www.iijournals.com/doi/abs/10.3905/jpm.1991.409343

2 Shortfall risk and the asset allocation decision
A Simulation analysis of stock and bond risk profiles

Martin L . Leibowitz and Terence C . Langetieg

The Journal of Portfolio Management Fall 1989, Vol. 16, No. 1: pp. 61-68
DOI: 10.3905/jpm.1989.409236

http://www.iijournals.com/doi/abs/10.3905/jpm.1989.409236

3 Behavioral Models of Risk Taking in Business Decisions: A Survey and Evaluation

Robert Libby and Peter C. Fishburn
Journal of Accounting Research
Vol. 15, No. 2 (Autumn, 1977), pp. 272-292
(article consists of 21 pages)
Published by: Blackwell Publishing on behalf of Accounting Research Center, Booth School of Business, University of Chicago
Stable URL: http://www.jstor.org/stable/2490353

4Properties of distortion risk measures
Balbas A., Garrido J. and Mayoral S., 2007

Methodology and Computing in Applied Probability
Volume 11, Number 3, 385-399, DOI: 10.1007/s11009-008-9089-z

http://www.springerlink.com/content/p893pv2694182u11/