%0 Journal Article
%T Volatility versus downside risk: performance protection in dynamic portfolio strategies
%A Barro, Diana
%A Canestrelli, Elio
%A Consigli, Giorgio
%J Computational Management Science
%V 16
%N 3
%P 433-479
%@ 1619-697X
%D 2018-05-23
%I Springer Berlin Heidelberg
%~ DeepDyve