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Jorgensen, Bjorn N.

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Author ID: jorgensen.bjorn-n Recent zbMATH articles by "Jorgensen, Bjorn N."
Published as: Jorgensen, Bjorn N.; Jorgensen, Bjørn N.; Jørgensen, B.; Jørgensen, Bjørn N.
Documents Indexed: 6 Publications since 2000

Publications by Year

Citations contained in zbMATH

6 Publications have been cited 35 times in 35 Documents Cited by Year
Fat tails, VaR and subadditivity. Zbl 1443.62343
Daníelsson, Jón; Jorgensen, Bjørn N.; Samorodnitsky, Gennady; Sarma, Mandira; de Vries, Casper G.
12
2013
Domains of attraction to Tweedie distributions. Zbl 1185.60021
Jørgensen, B.; Martínez, J. R.; Vinogradov, V.
10
2009
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. Zbl 1233.91239
Daníelsson, Jón; Jorgensen, Bjørn N.; de Vries, Casper G.; Yang, Xiaoguang
6
2008
Optimal portfolio choice and stochastic volatility. Zbl 1286.91126
Gron, Anne; Jørgensen, Bjørn N.; Polson, Nicholas G.
3
2012
Comparing downside risk measures for heavy tailed distributions. Zbl 1254.91266
Daníelsson, Jón; Jorgensen, Bjørn N.; Sarma, Mandira; De Vries, Casper G.
3
2006
On the (ir)relevancy of value-at-risk regulation. Zbl 0978.91048
Cumperayot, Phornchanok J.; Danielsson, Jon; Jorgensen, Bjorn N.; de Vries, Caspar G.
1
2000
Fat tails, VaR and subadditivity. Zbl 1443.62343
Daníelsson, Jón; Jorgensen, Bjørn N.; Samorodnitsky, Gennady; Sarma, Mandira; de Vries, Casper G.
12
2013
Optimal portfolio choice and stochastic volatility. Zbl 1286.91126
Gron, Anne; Jørgensen, Bjørn N.; Polson, Nicholas G.
3
2012
Domains of attraction to Tweedie distributions. Zbl 1185.60021
Jørgensen, B.; Martínez, J. R.; Vinogradov, V.
10
2009
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. Zbl 1233.91239
Daníelsson, Jón; Jorgensen, Bjørn N.; de Vries, Casper G.; Yang, Xiaoguang
6
2008
Comparing downside risk measures for heavy tailed distributions. Zbl 1254.91266
Daníelsson, Jón; Jorgensen, Bjørn N.; Sarma, Mandira; De Vries, Casper G.
3
2006
On the (ir)relevancy of value-at-risk regulation. Zbl 0978.91048
Cumperayot, Phornchanok J.; Danielsson, Jon; Jorgensen, Bjorn N.; de Vries, Caspar G.
1
2000

Citations by Year