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Items where Author is "Jorgensen, Bjørn N."

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Number of items: 4.

Article

Danielsson, Jon and Jorgensen, Bjørn N. and de Vries, Casper G. (2002) Incentives for effective risk management. Journal of Banking and Finance, 26 (7). pp. 1407-1425. ISSN 0378-4266

Monograph

Danielsson, Jon and Zigrand, Jean-Pierre and Jorgensen, Bjørn N. and Sarma, Mandira and de Vries, C. G. (2006) Consistent measures of risk. Discussion paper (565). Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon and Jorgensen, Bjørn N. and Sarma, Mandira and Vries, C. G. de (2005) Comparing downside risk measures for heavy tailed distribution. Discussion paper (551). Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon and Jorgensen, Bjørn N. and Mandira, Sarma and Samorodnitsky, Gennady and Vries, C. G. de (2005) Subadditivity re–examined: the case for value-at-risk. Discussion paper (549). Financial Markets Group, London School of Economics and Political Science, London, UK.

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