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Publications by Diana Barro

Volatility vs. Downside Risk: Optimally Protecting Against Drawdowns and Maintaining Portfolio Performance

SSRN Electronic Journal

English

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Higher Moment Portfolio Management With Downside Risk

American Journal of Social and Management Sciences

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Interval-Valued Upside Potential and Downside Risk Portfolio Optimisation

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Impact of Portfolio Strategies on Portfolio Performance and Risk

International Journal of Business Administration

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Equity Portfolio Risk (Volatility) Estimation Using Market Information and Sentiment

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Downside Risk

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A New Approach in Non-Parametric Estimation of Returns in Mean-Downside Risk Portfolio Frontier

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Downside Risk and the Momentum Effect

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Portfolio Frontiers With Restrictions to Tracking Error Volatility and Value at Risk

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Downside Variance Risk Premium

Finance and Economics Discussion Series

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