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Estimation of the stochastic v...
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Daníelsson, Jón
152
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97
Zigrand, Jean-Pierre
54
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47
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19
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19
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19
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16
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16
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10
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9
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51
Highwaymen or heroes : should hedge funds be regulated?
Daníelsson, Jón
;
Taylor, Ashley
;
Zigrand, Jean-Pierre
-
2004
Persistent link: https://www.econbiz.de/10002440950
Saved in:
52
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:
53
Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovation
Daníelsson, Jón
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001594651
Saved in:
54
An academic response to Basel II
Daníelsson, Jón
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001600037
Saved in:
55
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
Saved in:
56
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:
57
Incentives for effective risk management
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Vries, Casper G. de
-
2001
Persistent link: https://www.econbiz.de/10001616923
Saved in:
58
What happens when you regulate risk? : Evidence from a simple equilibrium model
Daníelsson, Jón
;
Zigrand, Jean-Pierre
-
2001
Persistent link: https://www.econbiz.de/10001622266
Saved in:
59
Asset price dynamics with value-at-risk constrained traders
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
-
2001
Persistent link: https://www.econbiz.de/10001622267
Saved in:
60
The emperor has no clothes : limits to risk modelling
Daníelsson, Jón
-
2000
Persistent link: https://www.econbiz.de/10001535401
Saved in:
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