Kaplanski, Guy and Kroll, Yoram (2002): VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey. Published in: Journal of Risk , Vol. 4, No. 3 (2002): pp. 1-27.
Kroll, Yoram and Marchioni, Andrea and Ben-Horin, Moshe (2024): Sortino(γ): a modified Sortino ratio with adjusted threshold. Published in: Journal of Accounting and Finance , Vol. 6, No. 23 (2 January 2024)
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