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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
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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
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The impact of risk regulation on price dynamcis
Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - In: Journal of banking & finance 28 (2004) 5, pp. 1069-1087
Persistent link: https://www.econbiz.de/10002006793
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On time-scaling of risk and the square-root-of-time-rule
Daníelsson, Jón; Zigrand, Jean-Pierre - 2003
Persistent link: https://www.econbiz.de/10001744068
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On time-scaling of risk and the square-root-of-time rule
Daníelsson, Jón; Zigrand, Jean-Pierre - In: Journal of banking & finance 30 (2006) 10, pp. 2701-2713
Persistent link: https://www.econbiz.de/10003376422
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Equilibrium asset pricing with systemic risk
Daníelsson, Jón (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003358716
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Consistent measures of risk
Daníelsson, Jón; Jorgensen, Bjorn N.; Sarma, Mandira; … - 2006
Persistent link: https://www.econbiz.de/10003358836
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Equilibrium asset pricing with systemic risk
Daníelsson, Jón; Zigrand, Jean-Pierre - In: Economic theory : official journal of the Society for … 35 (2008) 2, pp. 293-319
Persistent link: https://www.econbiz.de/10003654377
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The emperor has no clothes : limits to risk modelling
Daníelsson, Jón - 2000
Persistent link: https://www.econbiz.de/10001535401
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Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market
Daníelsson, Jón; Morimoto, Yuji - 2000
Persistent link: https://www.econbiz.de/10001468860