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Portfolio selection with limited downside risk

, , and . Journal of Empirical Finance, 7 (3-4): 247--269 (November 2000)

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The geographic distribution of unemployment rates in the U.S. : A spatial-time series analysis, and . Journal of Econometrics, 36 (3): 251--279 (November 1987)The relation between money growth variability and the variability of money about target, and . Economics Letters, 25 (4): 355--358 (1987)Macroeconomic forecasting using structural factor analysis, and . International Journal of Forecasting, 23 (4): 655--677 (00 2007)Forecasting with a nonlinear dynamic model of stock returns and industrial production, and . International Journal of Forecasting, 20 (2): 321--342 (00 2004)Advances in Econometrics, and . Volume 20, Part 2, chapter Evaluating the `Fed Model' of Stock Price Valuation: An out-of-sample forecasting perspective, page 179--204. JAI, (2006)Portfolio selection with limited downside risk, , and . Journal of Empirical Finance, 7 (3-4): 247--269 (November 2000)