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Comparing downside risk measures for heavy tailed distributions

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

Research output: Book/Report › Report › Popular

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

Publication series

NameReport Eurandom
Volume2005009
ISSN (Print)1389-2355

Access to Document

  • 590505Final published version, 155 KB

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