Comparing downside risk measures for heavy tailed distributions

J. Daníelsson, B.N. Jorgensen, M. Sarma, C.G. Vries, de

Research output: Book/ReportReportPopular

103 Downloads (Pure)
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages12
Publication statusPublished - 2005

Publication series

NameReport Eurandom
Volume2005009
ISSN (Print)1389-2355

Cite this