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Comparing downside risk measures for heavy tailed distributions

By Jon Danielsson, Bjorn N. Jorgensen, Mandira Sarma and Casper G de Vries
Topics: HB Economic Theory
Publisher: Elsevier B V
Year: 2006
DOI identifier: 10.1016/j.econlet.2006.02.004
OAI identifier: oai:eprints.lse.ac.uk:16625
Provided by: LSE Research Online
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