Danielsson, Jon ORCID: 0009-0006-9844-7960, Jorgensen, Bjorn N., Sarma, Mandira and de Vries, Casper G (2006) Comparing downside risk measures for heavy tailed distributions. Economics Letters, 92 (2). pp. 202-208. ISSN 0165-1765
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Identification Number: 10.1016/j.econlet.2006.02.004
Item Type: | Article |
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Official URL: | http://www.elsevier.com/locate/ecolet |
Additional Information: | © 2006 Elsevier B V |
Divisions: | LSE |
Subjects: | H Social Sciences > HB Economic Theory |
Date Deposited: | 31 Jul 2008 10:11 |
Last Modified: | 11 Dec 2024 23:00 |
URI: | http://eprints.lse.ac.uk/id/eprint/16625 |
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