Comparing downside risk measures for heavy tailed distributions

C-Tier
Journal: Economics Letters
Year: 2006
Volume: 92
Issue: 2
Pages: 202-208

Authors (4)

Danielsson, Jon (London School of Economics (LS...) Jorgensen, Bjorn N. (not in RePEc) Sarma, Mandira (not in RePEc) de Vries, Casper G. (not in RePEc)

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:92:y:2006:i:2:p:202-208
Journal Field
General
Author Count
4
Added to Database
2026-01-25