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Volatility versus downside risk: performance protection in dynamic portfolio strategies.
Diana Barro
Elio Canestrelli
Giorgio Consigli
Published in:
Comput. Manag. Sci. (2019)
Keyphrases
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investment strategies
decision making
portfolio management
high risk
investment decisions
financial crisis
data sets
dynamic environments
portfolio selection
portfolio optimization
artificial neural networks
decision support system
stock market
risk management
risk measures