Portfolio Construction with Downside Risk

Accounting and Finance

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Published

Standard

Portfolio Construction with Downside Risk. / Lohre, Harald; Neumann, Thorsten; Winterfeldt, Thomas.
Portfolio Theory and Management. ed. / H. Kent Baker; Greg Filbeck. Oxford University Press, 2013. p. 268-292.

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Harvard

Lohre, H, Neumann, T & Winterfeldt, T 2013, Portfolio Construction with Downside Risk. in HK Baker & G Filbeck (eds), Portfolio Theory and Management. Oxford University Press, pp. 268-292. <https://oxford.universitypressscholarship.com/view/10.1093/acprof:oso/9780199829699.001.0001/acprof-9780199829699-chapter-12>

APA

Lohre, H., Neumann, T., & Winterfeldt, T. (2013). Portfolio Construction with Downside Risk. In H. K. Baker, & G. Filbeck (Eds.), Portfolio Theory and Management (pp. 268-292). Oxford University Press. https://oxford.universitypressscholarship.com/view/10.1093/acprof:oso/9780199829699.001.0001/acprof-9780199829699-chapter-12

Vancouver

Lohre H, Neumann T, Winterfeldt T. Portfolio Construction with Downside Risk. In Baker HK, Filbeck G, editors, Portfolio Theory and Management. Oxford University Press. 2013. p. 268-292

Author

Lohre, Harald ; Neumann, Thorsten ; Winterfeldt, Thomas. / Portfolio Construction with Downside Risk. Portfolio Theory and Management. editor / H. Kent Baker ; Greg Filbeck. Oxford University Press, 2013. pp. 268-292

Bibtex

@inbook{8475fd883ccf4d19b654549fbd75bca2,

title = "Portfolio Construction with Downside Risk",

author = "Harald Lohre and Thorsten Neumann and Thomas Winterfeldt",

year = "2013",

month = may,

day = "1",

language = "English",

isbn = "9780199829699",

pages = "268--292",

editor = "Baker, {H. Kent} and Greg Filbeck",

booktitle = "Portfolio Theory and Management",

publisher = "Oxford University Press",

address = "United States",

}

RIS

TY - CHAP

T1 - Portfolio Construction with Downside Risk

AU - Lohre, Harald

AU - Neumann, Thorsten

AU - Winterfeldt, Thomas

PY - 2013/5/1

Y1 - 2013/5/1

M3 - Chapter

SN - 9780199829699

SP - 268

EP - 292

BT - Portfolio Theory and Management

A2 - Baker, H. Kent

A2 - Filbeck, Greg

PB - Oxford University Press

ER -

Research

Links