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Vof or VaR?: Firm value and risk management
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - 1999
Persistent link: https://www.econbiz.de/10001473033
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980742
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The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor"
Daníelsson, Jón; Hartmann, Philipp; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000981119
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The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor"
Daníelsson, Jón; Hartmann, Philipp; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000988111
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Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000989750
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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
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Incentives for effective risk management
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - 2001
Persistent link: https://www.econbiz.de/10001616923
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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