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I am trying to compute the downside deviation for a security according to Sortino and Satchell's book, Managing Downside Risk in Financial Markets (ISBN 0750648635). It is defined as: (\sqrt{\int_{-\infty}^t(t-r)^2f(r) \, \mathrm{d}r) Where t is the desired return, and f(r) is a Log-normal...