Items where Author is "Vries, C. G. de"

Number of items: 3.
  • Comparing downside risk measures for heavy tailed distribution. Danielsson, Jon and Jorgensen, Bjørn N. and Sarma, Mandira and Vries, C. G. de
  • 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
  • Value-at-risk and extreme returns. Danielsson, Jon and Vries, C. G. de