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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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Capturing downside risk in financial markets: the case of the Asian Crisis, and . Journal of International Money and Finance, 18 (6): 853--870 (December 1999)New evidence on the effectiveness of foreign exchange market intervention, , , and . European Economic Review, 39 (3-4): 501--508 (April 1995)Differences between foreign exchange rate regimes: The view from the tails, , and . Journal of International Money and Finance, 11 (5): 462--473 (October 1992)The re-emergence of PPP in the 1990s, , and . Journal of International Money and Finance, 17 (1): 51--61 (Feb 19, 1998)Exchange rate returns, `news', and risk premia, and . Economics Letters, 50 (1): 127--134 (January 1996)Portfolio selection with limited downside risk, , and . Journal of Empirical Finance, 7 (3-4): 247--269 (November 2000)Dominant interest and inflation differentials within the EMS, and . European Economic Review, 36 (4): 925--943 (May 1992)Should we care?: psychological barriers in stock markets, and . Economics Letters, 44 (4): 427--432 (April 1994)The tail index of exchange rate returns, , and . Journal of International Economics, 29 (1-2): 93--108 (August 1990)Increasing correlations or just fat tails?, , , and . Journal of Empirical Finance, 15 (2): 287--309 (March 2008)