Danielsson, Jon, 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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/locate/ecolet |
| Additional Information: | © 2006 Elsevier B V |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Sets: | Departments > Accounting and Finance Collections > Economists Online |
| Date Deposited: | 31 Jul 2008 10:11 |
| URL: | http://eprints.lse.ac.uk/16625/ |
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