Mandira Sarma
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fat tails, VaR and subadditivity Journal of Econometrics | 2017-05-12 | Paper |
| Comparing downside risk measures for heavy tailed distributions Economics Letters | 2013-01-08 | Paper |
Research outcomes over time
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