List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fat tails, VaR and subadditivity Journal of Econometrics | 2017-05-12 | Paper |
| Optimal portfolio choice and stochastic volatility Applied Stochastic Models in Business and Industry | 2014-05-06 | Paper |
| Comparing downside risk measures for heavy tailed distributions Economics Letters | 2013-01-08 | Paper |
| Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation Annals of Finance | 2012-03-06 | Paper |
| scientific article; zbMATH DE number 1538076 (Why is no real title available?) | 2000-12-03 | Paper |
Research outcomes over time
This page was built for person: Bjørn N. Jorgensen
