Vries, de C.G. (Casper)

Update Persondata

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Publications

(the most recent at the top)

Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk

Risk Measures for Autocorrelated Hedge Fund Returns

Global Stochastic Properties of Dynamic Models and their Linear Approximations

The Herodotus Paradox

The Downside Risk of Heavy Tails induces Low Diversification

All publications..