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

Item Type No Grouping

Fat tails, VaR and subadditivity. Danielsson, Jon and de Vries, Casper G. and Jorgensen, Bjorn and Samorodnitsky, Gennady and Mandira, Sarma

Fat tails, VaR and subadditivity. Danielsson, Jon and Jorgensen, Bjorn N. and Samorodnitsky, Gennady and Sarma, Mandira and de Vries, Casper G.

Incentives for effective risk management. Danielsson, Jon and Jorgensen, Bjorn N. and de Vries, Casper G.

Regulation incentives for risk management in incomplete markets. Jorgensen, Bjorn N. and Danielsson, Jon and de Vries, Casper G.