Access Statistics for Bjorn N. Jorgensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Arbitrage Free Trilateral Target Zone Model 0 0 0 0 0 0 6 155
Comparing Downside Risk Measures for Heavy Tailed Distributions 5 13 54 223 17 44 159 533
Consistent Measures of Risk 3 9 46 218 10 24 115 463
Cross Holding and Imperfect Product Markets 0 0 0 0 1 5 26 307
Cross Holding and Imperfect Product Markets 2 5 15 150 12 21 64 511
Incentives for Effective Risk Management 3 5 24 351 9 13 52 754
On the Formation and Structure of International Exchanges 0 1 5 82 0 2 11 237
On the Formation and Structure of International Exchanges 0 0 1 87 0 5 14 299
On the Formation and Structure of International Exchanges 0 0 2 112 0 1 15 393
Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 2 3 10 222 3 7 25 574
Subadditivity Re–Examined: the Case for Value-at-Risk 7 12 54 258 12 25 120 531
The Arbitrage Pricing Theory and Learning 0 0 0 0 1 1 7 409
Total Working Papers 22 48 211 1,703 65 148 614 5,166


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An arbitrage free trilateral target zone model 0 0 1 5 0 0 6 61
Comparing downside risk measures for heavy tailed distributions 1 1 9 42 1 3 26 109
Corporate risk management: evidence from product liability 0 1 9 50 1 2 30 136
Earnings management and accounting income aggregation 2 4 16 67 3 6 30 140
Incentives for effective risk management 1 2 11 74 3 7 40 213
On the presence and market-structure of exchanges around the world 0 7 14 46 0 9 21 85
Optimal Cross Holding with Externalities and Strategic Interactions 4 5 9 40 14 17 29 121
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation 3 5 16 26 6 12 53 85
The value of value at risk: statistical, financial, and regulatory considerations (summary) 3 4 9 133 3 6 22 285
Total Journal Articles 14 29 94 483 31 62 257 1,235


Statistics updated 2009-11-04