Bjørn N. Jorgensen
From MaRDI portal
Person:528147
Available identifiers
zbMath Open jorgensen.bjorn-nMaRDI QIDQ528147
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 | 2017-05-12 | Paper |
| Optimal portfolio choice and stochastic volatility | 2014-05-06 | Paper |
| Comparing downside risk measures for heavy tailed distributions | 2013-01-08 | Paper |
| Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation | 2012-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518938 | 2000-12-03 | Paper |
Research outcomes over time
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