Performance measurement in a downside risk framework
Sortino (1994)
- Authors
- F.A. Sortino, L.N. Price
- Year
- 1994
- Published in
- Journal of Investing
- Sortino, F.A. and Price, L.N. (1994) ‘Performance measurement in a downside risk framework’, Journal of Investing, 3(3), pp. 59–64.doi:10.3905/joi.3.3.59DOI checked against doi.org