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Danielsson, Jon 
ORCID: 0009-0006-9844-7960, de Vries, Casper G., Jorgensen, Bjorn, Samorodnitsky, Gennady and Mandira, Sarma
(2012)
Fat tails, VaR and subadditivity.
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Jon Danielsson.
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.
