Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Equilibrium asset pricing with systemic risk
Daníelsson, Jón (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003358716
Cover Image
Consistent measures of risk
Daníelsson, Jón; Jorgensen, Bjorn N.; Sarma, Mandira; … - 2006
Persistent link: https://www.econbiz.de/10003358836
Cover Image
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