Items where Author is "Sarma, Mandira"

Number of items: 4.
Article
  • Comparing downside risk measures for heavy tailed distributions. Danielsson, Jon and Jorgensen, Bjorn N. and Sarma, Mandira and de Vries, Casper G
  • Fat tails, VaR and subadditivity. Danielsson, Jon and Jorgensen, Bjorn N. and Samorodnitsky, Gennady and Sarma, Mandira and de Vries, Casper G.
    • Working paper
  • Comparing downside risk measures for heavy tailed distribution. Danielsson, Jon and Jorgensen, Bjørn N. and Sarma, Mandira and Vries, C. G. de
  • Consistent measures of risk. Danielsson, Jon and Zigrand, Jean-Pierre and Jorgensen, Bjørn N. and Sarma, Mandira and de Vries, C. G.