Daníelsson, J., H. Shin, and J.-P. Zigrand (2002). Asset price dynamics with value-at-risk constrained traders.
@ARTICLE{DanielssonShinZigrand2002ww, author = {J{\'o}n Dan{\'i}elsson and Hyun Shin and Jean--Pierre Zigrand}, title = { Asset Price Dynamics with Value-at-Risk Constrained Traders}, year = 2002, url = {https://ssrn.com/abstract=302307}, }