The Dutch Triangle

Frank A. Sortino, R. v. d. M., & Plantinga, A. (1999). The Dutch Triangle: A Framework to Measure Upside Potential Relative to Downside Risk. Journal of Portfolio Management, 50-58.

Type

Journal article

Intellectual base

Primary research

Year

1999

Link

https://research.rug.nl/en/publications/the-dutch-triangle-a-framework-to-measure-upside-potential-relati/

Cited by

1 citation across 1 artifact.

Domain-specific

• Upside Potential Ratio
  • That alignment distinguishes the measure from ratios whose numerator and denominator silently use different benchmarks.

Verification

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Registry ID ref:ecc6f5e15eab · see in the full table