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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
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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
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Risk management and regulation in incomplete markets
Danielsson, Jon; Jorgensen, Bjorn N.; Vries, Caspar G. de - 2000
Persistent link: https://www.econbiz.de/10001602544
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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 emperor has no clothes: limits to risk modelling
Daníelsson, Jón - In: Journal of banking & finance 26 (2002) 7, pp. 1273-1296
Persistent link: https://www.econbiz.de/10001688470
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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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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