Comparing downside risk measures for heavy tailed distributions
| Year of publication: |
2006
|
|---|---|
| Authors: | Danielsson, Jon ; Jorgensen, Bjorn N. ; Sarma, Mandira ; Vries, Casper G. de |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 92.2006, 2, p. 202-208
|
| Publisher: |
Elsevier |