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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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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
Divisions: LSE
Subjects: H Social Sciences > HB Economic Theory
Date Deposited: 31 Jul 2008 10:11
Last Modified: 20 Oct 2021 01:41
URI: http://eprints.lse.ac.uk/id/eprint/16625

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