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Group by: Creators | Item Type | No Grouping
Jump to: D | L | R | S | Z
Number of items: 7.

D

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2012) Dealing with systematic risk when we measure it badly. . European Center for Advanced Research in Economics and Statistics.

Danielsson, Jon, de Vries, Casper G., Jorgensen, Bjorn, Samorodnitsky, Gennady and Mandira, Sarma (2012) Fat tails, VaR and subadditivity. . Jon Danielsson.

L

Lou, Dong ORCID: 0000-0002-5623-4338 (2012) A flow-based explanation for return predictability. Review of Financial Studies, 25 (12). pp. 3457-3489. ISSN 0893-9454

R

Rahi, Rohit and Gottardi, Piero (2012) Risk-sharing and retrading in incomplete markets. .

S

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2012) Price discovery. .

Z

Zachariadis, Konstantinos (2012) A baseline model of price formation in a sequential market. .

Zachariadis, Konstantinos and Olaru, Ioan F. (2012) The impact of security trading on corporate restructurings. .

This list was generated on Tue Sep 28 08:04:19 2021 BST.