Primary Article
On the Use and Misuse of Downside Risk
Frank A. Sortino and Hal J. Forsey
The Journal of Portfolio Management Winter 1996, 22 (2) 35-42; DOI: https://doi.org/10.3905/jpm.1996.35
Frank A. Sortino
Director of the Pension Research Institute in San Francisco (CA 94133), professor of finance at San Francisco State University.
Hal J. Forsey
Professor of mathematics at San Francisco State University in San Francisco (CA 94132).
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In this issue
On the Use and Misuse of Downside Risk
Frank A. Sortino, Hal J. Forsey
The Journal of Portfolio Management Jan 1996, 22 (2) 35-42; DOI: 10.3905/jpm.1996.35