PT - JOURNAL ARTICLE AU - André Lucas AU - Pieter Klaassen TI - Extreme Returns, Downside Risk, and Optimal Asset Allocation AID - 10.3905/jpm.1998.409657 DP - 1998 Oct 31 TA - The Journal of Portfolio Management PG - 71--79 VI - 25 IP - 1 4099 - https://pm-research.com/content/25/1/71.short 4100 - https://pm-research.com/content/25/1/71.full