1:
On the use and misuse of downside risk
Sortino, Frank A, Forsey, Hal J. Journal of Portfolio Management. New York: Winter 1996. Vol. 22, Iss. 2; pg. 35, 8 pgs
2:
Sortino, F.A., and Robert van der Meer. “Downside Risk.”
The Journal of Portfolio Management, 17 (1991), pp. 27-31.
多谢拉