PT  - JOURNAL ARTICLE
AU  - Lucas, André
AU  - Klaassen, Pieter
TI  - Extreme Returns, Downside Risk, and Optimal Asset Allocation
AID  - 10.3905/jpm.1998.409657
DP  - 1998 Oct 31
TA  - The Journal of Portfolio Management
PG  - 71--79
VI  - 25
IP  - 1
4099  - http://jpm.pm-research.com/content/25/1/71.short
4100  - http://jpm.pm-research.com/content/25/1/71.full