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The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor"
Daníelsson, Jón; Hartmann, Philipp; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000988111
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Vof or VaR?: Firm value and risk management
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - 1999
Persistent link: https://www.econbiz.de/10001473033
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Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovation
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - 2001
Persistent link: https://www.econbiz.de/10001720508
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Asset market linkages in crisis periods
Hartmann, Philipp; Straetmans, Stefan; Vries, Casper G. de - 2001
Persistent link: https://www.econbiz.de/10001720511
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Portfolio diversification effects and regular variation in financial data
Hyung, Namwon; Vries, Casper G. de - 2001
Persistent link: https://www.econbiz.de/10001692637