Asset Price Dynamics with Value-at-Risk Constrained Traders

@article{DanielssonShinZigrand2002ww,
	title={ Asset Price Dynamics with Value-at-Risk Constrained Traders},
	    author={J{\'o}n Dan{\'i}elsson  and Hyun Shin and Jean--Pierre Zigrand},
	year=2002,
	url={https://ssrn.com/abstract=302307},
	abstract={}
}