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Performance Measurement in a Downside Risk Framework

1994874 citationsJournal Article

Authors

Frank A. Sortino · State Street (United States)

Lee Price · Hess (United States)

Topics & Keywords

Risk Management in Financial Firms

UN Sustainable Development Goals

Climate action

Publication Details

Published in: The Journal of Investing

Volume 3, Issue 3, pp. 59-64

DOI: 10.3905/joi.3.3.59

Field-Weighted Citation Impact: 1.39

Performance Measurement in a Downside Risk Framework | Researchclopedia