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

Number of items: 4.
Article
  • 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.
    • Chapter
  • Regulation incentives for risk management in incomplete markets. Jorgensen, Bjorn N. and Danielsson, Jon and de Vries, Casper G.
    • Working paper
  • Fat tails, VaR and subadditivity. Danielsson, Jon and de Vries, Casper G. and Jorgensen, Bjorn and Samorodnitsky, Gennady and Mandira, Sarma