Downside risk (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Downside risk" in English language version.

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McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005). Quantitative risk management: concepts, techniques and tools. Princeton University Press. pp. 2–3. ISBN 978-0-691-12255-7.
Horcher, Karen A. (2005). Essentials of financial risk management. John Wiley and Sons. pp. 1–3. ISBN 978-0-471-70616-8.

Nawrocki, David (Fall 1999). "A Brief History of Downside Risk Measures" (PDF). The Journal of Investing. 8 (3): 9–25. CiteSeerX 10.1.1.22.262. doi:10.3905/joi.1999.319365. S2CID 155082662. Retrieved 27 February 2015.
Mao, J.C.T. (1970). "Survey of capital budgeting: Theory and practice". Journal of Finance. 25 (2): 349–360. doi:10.1111/j.1540-6261.1970.tb00513.x.
Hogan, W.W.; Warren, J.M. (1974). "Toward the development of an equilibrium capital-market model based on semivariance". Journal of Financial and Quantitative Analysis. 9 (1): 1–11. doi:10.2307/2329964. JSTOR 2329964. S2CID 153337865.
Mandelbrot, B (1963). "The variation of certain speculative prices". Journal of Business. 36 (4): 394–419. doi:10.1086/294632.
Bekaert, G.; Erb, C.; Harvey, C.; Viskanta, T. (1998). "Distributional characteristics of emerging market returns, and asset allocation" (PDF). Journal of Portfolio Management. 24 (2): 102–16. doi:10.3905/jpm.24.2.102. S2CID 154572002. Retrieved 27 February 2015.
Estrada, J. (2001). "Empirical distributions of stock returns: European securities markets, 1990-95". European Journal of Finance. 7: 1–21. CiteSeerX 10.1.1.200.4265. doi:10.1080/13518470121786.

Bekaert, G.; Erb, C.; Harvey, C.; Viskanta, T. (1998). "Distributional characteristics of emerging market returns, and asset allocation" (PDF). Journal of Portfolio Management. 24 (2): 102–16. doi:10.3905/jpm.24.2.102. S2CID 154572002. Retrieved 27 February 2015.

Hogan, W.W.; Warren, J.M. (1974). "Toward the development of an equilibrium capital-market model based on semivariance". Journal of Financial and Quantitative Analysis. 9 (1): 1–11. doi:10.2307/2329964. JSTOR 2329964. S2CID 153337865.

James Chong; Yanbo Jin; Michael Phillips (April 29, 2013). "The Entrepreneur's Cost of Capital: Incorporating Downside Risk in the Buildup Method" (PDF). Retrieved 25 June 2013.
Chong, James; Phillips, Michael (2012). "Measuring risk for cost of capital: The downside beta approach" (PDF). Journal of Corporate Treasury Management. 4 (4): 346–347. Retrieved 1 July 2013.

Nawrocki, David (Fall 1999). "A Brief History of Downside Risk Measures" (PDF). The Journal of Investing. 8 (3): 9–25. CiteSeerX 10.1.1.22.262. doi:10.3905/joi.1999.319365. S2CID 155082662. Retrieved 27 February 2015.
Estrada, J. (2001). "Empirical distributions of stock returns: European securities markets, 1990-95". European Journal of Finance. 7: 1–21. CiteSeerX 10.1.1.200.4265. doi:10.1080/13518470121786.

Nawrocki, David (Fall 1999). "A Brief History of Downside Risk Measures" (PDF). The Journal of Investing. 8 (3): 9–25. CiteSeerX 10.1.1.22.262. doi:10.3905/joi.1999.319365. S2CID 155082662. Retrieved 27 February 2015.
Hogan, W.W.; Warren, J.M. (1974). "Toward the development of an equilibrium capital-market model based on semivariance". Journal of Financial and Quantitative Analysis. 9 (1): 1–11. doi:10.2307/2329964. JSTOR 2329964. S2CID 153337865.
Bekaert, G.; Erb, C.; Harvey, C.; Viskanta, T. (1998). "Distributional characteristics of emerging market returns, and asset allocation" (PDF). Journal of Portfolio Management. 24 (2): 102–16. doi:10.3905/jpm.24.2.102. S2CID 154572002. Retrieved 27 February 2015.

Nawrocki, David (Fall 1999). "A Brief History of Downside Risk Measures" (PDF). The Journal of Investing. 8 (3): 9–25. CiteSeerX 10.1.1.22.262. doi:10.3905/joi.1999.319365. S2CID 155082662. Retrieved 27 February 2015.