Comparing downside risk measures for heavy tailed distributions
Jón Daníelsson, Bjørn N. Jorgensen, Mandira Sarma, Casper G. de Vries
| Year of publication: |
2006
|
|---|---|
| Authors: | Daníelsson, Jón ; Jorgensen, Bjorn N. ; Sarma, Mandira ; Vries, Casper G. de |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 92.2006, 2, p. 202-208
|
| Subject: | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003360851