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Items where Author is "Vries, Casper G."

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Danielsson, Jon, Jorgensen, Bjorn N., Vries, Casper G. and Yang, Xiaoguang (2008) Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. Annals of Finance, 4 (3). pp. 345-367. ISSN 1614-2446

Cumperayot, Phornchanok J., Danielsson, Jon, Jorgensen, Bjorn N. and Vries, Casper G. (2000) On the (Ir)relevancy of value-at-risk regulation. Measuring Risk in Complex Stochastic Systems, 147. pp. 99-117. ISSN 0930-0325

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