Comparing downside risk measures for heavy tailed distributions

Jon Danielsson, Bjørn Jørgensen, Mandira Sarma and Casper de Vries

Economics Letters, 2006, vol. 92, issue 2, 202-208

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (24)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1765(06)00067-X
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Comparing downside risk measures for heavy tailed distribution (2005)
Working Paper: Comparing Downside Risk Measures for Heavy Tailed Distributions (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:92:y:2006:i:2:p:202-208

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().