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Comparing downside risk measures for heavy tailed distributions

Danielsson, Jon and Jorgensen, Bjorn N. and 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
Official URL: http://www.elsevier.com/locate/ecolet
Additional Information: © 2006 Elsevier B V
Subjects: H Social Sciences > HB Economic Theory
Sets: Departments > Accounting and Finance
Collections > Economists Online
Date Deposited: 31 Jul 2008 10:11
Last Modified: 28 Aug 2013 09:19
URI: http://eprints.lse.ac.uk/id/eprint/16625

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