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Vries, Casper G. de
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ECONIS (ZBW)
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
- In:
Annales d'économie et de statistique
(
2000
),
pp. 239-270
Persistent link: https://www.econbiz.de/10001543557
Saved in:
2
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10009706202
Saved in:
3
Incentives for effective risk management
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Vries, Casper G. de
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1407-1425
Persistent link: https://www.econbiz.de/10001688518
Saved in:
4
Comparing downside risk measures for heavy tailed distributions
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Sarma, Mandira
; …
- In:
Economics letters
92
(
2006
)
2
,
pp. 202-208
Persistent link: https://www.econbiz.de/10003360851
Saved in:
5
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Vries, Casper G. de
- In:
Annals of finance
4
(
2008
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10003714674
Saved in:
6
[Rezension von: Exchange rate targets and currency bands, ed. by P. Krugman ..]
Vries, Casper G. de
- In:
The economic journal : the journal of the Royal …
102
(
1992
)
415
,
pp. 1548-1550
Persistent link: https://www.econbiz.de/10001345563
Saved in:
7
[Rezension von: A retrospective on the Bretton Woods system, ed. by Michael D. Bordo, ..]
Vries, Casper G. de
- In:
The economic journal : the journal of the Royal …
104
(
1994
)
426
,
pp. 1210-1212
Persistent link: https://www.econbiz.de/10001346479
Saved in:
8
[Rezension von: Monetary policy in an integrated world economy, ed. by Horst Siebert]
Vries, Casper G. de
- In:
The economic journal : the journal of the Royal …
108
(
1998
)
448
,
pp. 882-885
Persistent link: https://www.econbiz.de/10001349839
Saved in:
9
Theory and relevance of currency substitution with case studies for Canada and the Netherlands Antilles
Vries, Casper G. de
- In:
The review of economics and statistics
70
(
1988
)
3
,
pp. 512-515
Persistent link: https://www.econbiz.de/10001054960
Saved in:
10
Teoría e importancia de la sustitución de divisas : estudio de los casos de Canadá y las Antillas Holandesas
Vries, Casper G. de
- In:
Información comercial española : ICE : revista de …
639
(
1986
),
pp. 75-90
Persistent link: https://www.econbiz.de/10001267583
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