Items where Author is "Sarma, Mandira"

Item Type No Grouping

Comparing downside risk measures for heavy tailed distribution. Danielsson, Jon and Jorgensen, Bjørn N. and Sarma, Mandira and Vries, C. G. de

Comparing downside risk measures for heavy tailed distributions. Danielsson, Jon and Jorgensen, Bjorn N. and Sarma, Mandira and de Vries, Casper G

Consistent measures of risk. Danielsson, Jon and Zigrand, Jean-Pierre and Jorgensen, Bjørn N. and Sarma, Mandira and de Vries, C. G.

Fat tails, VaR and subadditivity. Danielsson, Jon and Jorgensen, Bjorn N. and Samorodnitsky, Gennady and Sarma, Mandira and de Vries, Casper G.