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Danielsson, Jon 
ORCID: 0009-0006-9844-7960, Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231, Jorgensen, Bjørn N., Sarma, Mandira and de Vries, C. G.
(2006)
Consistent measures of risk.
Financial Markets Group Discussion Papers (565).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Danielsson, Jon ORCID: 0009-0006-9844-7960, Jorgensen, Bjørn N., Sarma, Mandira and Vries, C. G. de
(2005)
Comparing downside risk measures for heavy tailed distribution.
Financial Markets Group Discussion Papers (551).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Danielsson, Jon ORCID: 0009-0006-9844-7960, Jorgensen, Bjørn N., Mandira, Sarma, Samorodnitsky, Gennady and Vries, C. G. de
(2005)
Subadditivity re–examined: the case for value-at-risk.
Financial Markets Group Discussion Papers (549).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
