Items where Author is "Sarma, Mandira"

Danielsson, Jon ORCID: 0009-0006-9844-7960, Jorgensen, Bjorn N., Samorodnitsky, Gennady, Sarma, Mandira and de Vries, Casper G. (2013) Fat tails, VaR and subadditivity. Journal of Econometrics, 172 (2). pp. 283-291. ISSN 0304-4076

Danielsson, Jon ORCID: 0009-0006-9844-7960, Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231, Jorgensen, Bjørn N., Sarma, Mandira and de Vries, C. G. (2006) Consistent measures of risk. Financial Markets Group Discussion Papers (565). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Danielsson, Jon ORCID: 0009-0006-9844-7960, Jorgensen, Bjørn N., Sarma, Mandira and Vries, C. G. de (2005) Comparing downside risk measures for heavy tailed distribution. Financial Markets Group Discussion Papers (551). Financial Markets Group, The London School of Economics and Political Science, London, UK.