Narrow search
Showing 1 - 10 of 100
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Sleeping with the enemy : a dynamic model of declining political commitment in state socialism
Nee, Victor - In: Theory and society : renewal and critique in social theory 23 (1994) 2, pp. 253-296
Persistent link: https://www.econbiz.de/10001332237
Cover Image
To shock or not to shock? : Economics and political economy of large-scale reforms
Lian, Peng - In: Economics & politics 10 (1998) 2, pp. 161-183
Persistent link: https://www.econbiz.de/10001245107
Cover Image
General equilibrium, markets, macroeconomics and money in a laboratory experimental environment
Lian, Peng - In: Economic theory : official journal of the Society for … 12 (1998) 1, pp. 21-75
Persistent link: https://www.econbiz.de/10001243005
Cover Image
Give us a little social credit : to design or to discover personal ratings in the era of Big Data
Devereaux, Abigail; Peng, Linan - In: Journal of institutional economics 16 (2020) 3, pp. 369-387
Persistent link: https://www.econbiz.de/10012240809
Cover Image
An assignment model with local constraints : competitive equilibrium and ascending auction
Pan, Lijun; Peng, Linyu; Zhou, Yu - In: Economics letters 188 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012227524
Cover Image
Where did all the remittances go? : understanding the impact of remittances on consumption patterns in rural China
Zhu, Y.; Wu, Z.; Peng, L.; Sheng, L. - In: Applied economics 46 (2014) 10/12, pp. 1312-1322
Persistent link: https://www.econbiz.de/10010399281