Asset Price Dynamics with Value-at-Risk Constrained Traders
Download paperDanielsson, J., H. Shin, and J.-P. Zigrand (2002). 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={} }
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