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Items where Author is "Jorgensen, Bjørn N."

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Monograph

Danielsson, Jon, Zigrand, Jean-Pierre, Jorgensen, Bjørn N., 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, Jorgensen, Bjørn N., 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, Jorgensen, Bjørn N., Mandira, Sarma, 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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