RT Journal Article SR Electronic T1 Extreme Returns, Downside Risk, and Optimal Asset Allocation JF The Journal of Portfolio Management FD Institutional Investor Journals SP 71 OP 79 DO 10.3905/jpm.1998.409657 VO 25 IS 1 A1 André Lucas A1 Pieter Klaassen YR 1998 UL https://pm-research.com/content/25/1/71.abstract AB