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Convolutions of heavy tailed random variables and applications to portfolio diversification and MA(1) time series
Geluk, Jaap; Peng, Liang; Vries, Casper G. de - 1999
Persistent link: https://www.econbiz.de/10001436178
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Operationalizing safety first portfolio selection using extreme value theory
Jansen, Dennis W.; Koedijk, Kees; Vries, Casper G. de - 1995
Persistent link: https://www.econbiz.de/10000909287
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Portfolio diversification effects and regular variation in financial data
Hyung, Namwon; Vries, Casper G. de - 2001
Persistent link: https://www.econbiz.de/10001594653
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Portfolio selection with limited downside risk
Jansen, Dennis W.; Koedijk, Kees; Vries, Casper G. de - In: Journal of empirical finance 7 (2000) 3/4, pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
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Wisselkoersen en beleggen
Arnold, Ivo J. M.; Smant, David Jan Cornelis; Vries, … - 2003
Persistent link: https://www.econbiz.de/10001758219
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Portfolio diversification effects and regular variation in financial data
Hyung, Namwon; Vries, Casper G. de - 2001
Persistent link: https://www.econbiz.de/10001692637
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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
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Portfolio diversification effects and regular variation in financial data
Hyung, Namwon; Vries, Casper G. de - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10001650469
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Portfolio diversification effects of downside risk
Hyung, Namwon; Vries, Casper G. de - 2005
Persistent link: https://www.econbiz.de/10002564478
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Portfolio selection with heavy tails
Hyung, Namwon; Vries, Casper G. de - 2005
Persistent link: https://www.econbiz.de/10002564484