Comparing downside risk measures for heavy tailed distributions

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

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

    Publication series

    NameReport Eurandom
    Volume2005009
    ISSN (Print)1389-2355

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