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
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: | 01 Oct 2024 03:03 |
| URI: | http://eprints.lse.ac.uk/id/eprint/16625 |
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