Unequal returns: Using the Atkinson index to measure financial risk

Thomas Fischer, Frederik Lundtofte*

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
Article number105819
JournalJournal of Banking & Finance
Volume116
ISSN0378-4266
DOIs
Publication statusPublished - Jul 2020

Keywords

  • Cumulants
  • Hedge funds
  • Non-Gaussian distributions
  • Performance
  • Risk

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