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
Departments	LSE
DOI	10.1016/j.econlet.2006.02.004
Date Deposited	31 Jul 2008 10:11
URI	https://researchonline.lse.ac.uk/id/eprint/16625

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Danielsson, Jon
Jorgensen, Bjorn N.
Sarma, Mandira
de Vries, Casper G

HB Economic Theory

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