Mandira Sarma

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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!

PublicationDate of PublicationType
Fat tails, VaR and subadditivity
Journal of Econometrics
2017-05-12Paper
Comparing downside risk measures for heavy tailed distributions
Economics Letters
2013-01-08Paper


Research outcomes over time


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