Items where Author is "Jorgensen, Bjørn N."

Item Type No Grouping

Working paper

Comparing downside risk measures for heavy tailed distribution. Danielsson, Jon and Jorgensen, Bjørn N. and Sarma, Mandira and Vries, C. G. de

Consistent measures of risk. Danielsson, Jon and Zigrand, Jean-Pierre and Jorgensen, Bjørn N. and Sarma, Mandira and de Vries, C. G.

Subadditivity re–examined:the case for value-at-risk. Danielsson, Jon and Jorgensen, Bjørn N. and Mandira, Sarma and Samorodnitsky, Gennady and Vries, C. G. de