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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
Parametrically computing efficient frontiers of portfolio selection and reporting and utilizing the piecewise-segment structure
Qi, Yue, (2020)
Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus, (1994)
Managing downside risk in financial markets : theory, practice and implementation
Sortino, Frank Alphonse, (2001)
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
Sortino, Frank Alphonse, (2010)
The big picture