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Pitfalls of downside performance measures with arbitrary targets
Hoechner, Benedikt, (2015)
Drawdown measures : are they all the same?
Korn, Olaf, (2019)
Asset allocation and downside risk
Barber, Joel R., (2021)
Risk and performance attribution
Barber, Joel R., (2010)
Cost of capital with flotation costs
Barber, Joel R., (2004)
A general relationship between prices of bonds and their yields