Comparing downside risk measures for heavy tailed distributions

Danielsson, J.ORCID logo, Jorgensen, B. N., Sarma, M. & de Vries, C. G. (2006). Comparing downside risk measures for heavy tailed distributions. Economics Letters, 92(2), 202-208. https://doi.org/10.1016/j.econlet.2006.02.004
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Item Type Article
Copyright holders © 2006 Elsevier B V
Departments LSE
DOI 10.1016/j.econlet.2006.02.004
Date Deposited 31 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/16625

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