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Comparing downside risk measures for heavy tailed distributions

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

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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
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 31 Jul 2008 10:11
URL: http://eprints.lse.ac.uk/16625/

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