Thomas Winterfeldt

DG HYP

Risk Controller

60265 Frankfurt am Main

Germany

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Scholarly Papers (1)

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Portfolio Construction with Downside Risk

Chapter 12 in: Portfolio Theory and Management, H. Kent Baker and Gregory Filbeck (eds.), Oxford University Press, 2013, pp. 268-292
Number of pages: 34 Posted: 25 Mar 2008 Last Revised: 09 Nov 2020
Harald Lohre, Thorsten Neumann and Thomas Winterfeldt
Robeco Quantitative Investments, Neu-Ulm University of Applied Sciences and DG HYP
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Portfolio Optimization, Downside Risk