Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Vries, Casper G."

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 2.

Article

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

Book Section

Cumperayot, Phornchanok J., Danielsson, Jon, Jorgensen, Bjorn N. and Vries, Casper G. (2000) On the (Ir)relevancy of value-at-risk regulation. In: Franke, Jürgen, Stahl, Gerhard and Härdle, Wolfgang, (eds.) Measuring Risk in Complex Stochastic Systems. Lecture Notes in Statistics,147. Springer Science+Business Media B.V., New York, 99 - 117. ISBN 9780387989969

This list was generated on Wed Jul 17 17:03:47 2024 BST.