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Journal of risk
Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
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ECONIS (ZBW)
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The marginal price of risk with a VaR constraint
Eisenberg, Larry
- In:
Journal of risk
9
(
2006/07
)
4
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003502682
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2
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
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3
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
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