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de Vries, Casper G.
13
Teulings, Coen N.
12
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3
Hyung, Namwon
3
Baye, Michael R.
2
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2
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
4
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2
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2
Journal of economic dynamics & control
2
Journal of empirical finance
2
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2
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2
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1
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Portfolio diversification effects and regular variation in financial data
Hyung, Namwon
;
de Vries, Casper G.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10006561471
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2
The effect of mean reversion on entry and exit decisions under uncertainty
Babus, Ana
;
de Vries, Casper G.
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 725-743
Persistent link: https://www.econbiz.de/10008398245
Saved in:
3
An experimental examination of rational rent-seeking
Potters, Jan
;
de Vries, Casper G.
;
van Winden, Frans
- In:
European journal of political economy
14
(
1998
)
4
,
pp. 783
Persistent link: https://www.econbiz.de/10007691745
Saved in:
4
Portfolio selection with heavy tails
Hyung, Namwon
;
de Vries, Casper G.
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10007732156
Saved in:
5
Simulating and calibrating diversification against black swans
Hyung, Namwon
;
de Vries, Casper G.
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1162-1176
Persistent link: https://www.econbiz.de/10009979161
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6
Heavy tails of OLS
Mikosch, Thomas
;
de Vries, Casper G.
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 205-221
Persistent link: https://www.econbiz.de/10010063349
Saved in:
7
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjørn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10010063355
Saved in:
8
Systemic risk and diversification across European banks and insurers
Slijkerman, Jan Frederik
;
Schoenmaker, Dirk
;
de Vries, …
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 773-785
Persistent link: https://www.econbiz.de/10010065442
Saved in:
9
The number of active bidders in internet auctions
de Haan, Laurens
;
de Vries, Casper G.
;
Zhou, Chen
- In:
Journal of economic theory
148
(
2013
)
4
,
pp. 1726-1736
Persistent link: https://www.econbiz.de/10010132682
Saved in:
10
Portfolio selection with limited downside risk
Jansen, Dennis W.
;
Koedijk, Kees G.
;
de Vries, Casper G.
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 247-270
Persistent link: https://www.econbiz.de/10007241091
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