Personal Details
First Name: Bjorn
Middle Name: N.
Last Name: Jorgensen
Suffix:
RePEc Short-ID: pjo56
Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: Bjorn N. Jorgensen Graduate School of Business Columbia University 3022 Broadway, Uris Hall 621 New York, NY 10027, USA
Phone: +1 (303) 735-5027
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006.
"Consistent Measures of Risk,"
FMG Discussion Papers
dp565, Financial Markets Group.
[Downloadable!] (restricted)
- Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005.
"Comparing Downside Risk Measures for Heavy Tailed Distributions,"
FMG Discussion Papers
dp551, Financial Markets Group.
[Downloadable!] (restricted)
Published as:
- Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006.
"Comparing downside risk measures for heavy tailed distributions,"
Economics Letters,
Elsevier, vol. 92(2), pages 202-208, August.
[Downloadable!] (restricted)
- Casper G. de Vries & Gennady Samorodnitsky & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005.
"Subadditivity Re–Examined: the Case for Value-at-Risk,"
FMG Discussion Papers
dp549, Financial Markets Group.
[Downloadable!] (restricted)
- Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries & Xiaogang Yang, 2001.
"Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation,"
Tinbergen Institute Discussion Papers
01-069/2, Tinbergen Institute.
[Downloadable!]
- Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries, 2001.
"Incentives for Effective Risk Management,"
Tinbergen Institute Discussion Papers
01-094/2, Tinbergen Institute.
[Downloadable!]
- Matthew J. Clayton & Bjorn N. Jorgensen & Kenneth A. Kavajecz, 1999.
"On the Formation and Structure of International Exchanges,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-057, New York University, Leonard N. Stern School of Business-.
[Downloadable!]
Other versions: - Matthew J. Clayton & Bjorn N. Jorgensen, 1999.
"Cross Holding and Imperfect Product Markets,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-058, New York University, Leonard N. Stern School of Business-.
[Downloadable!]
Other versions: - Jorgensen, B.N. & Mikkelsen, H.O., 1993.
"An Arbitrage Free Trilateral Target Zone Model,"
Economics Working Papers
1993-17, School of Economics and Management, University of Aarhus.
Published as: - Jorgensen, B.N. & Staehr, M.H., 1993.
"The Arbitrage Pricing Theory and Learning,"
Economics Working Papers
1993-16, School of Economics and Management, University of Aarhus.
Articles
- Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang, 2008.
"Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation,"
Annals of Finance,
Springer, vol. 4(3), pages 345-367, July.
[Downloadable!] (restricted)
- Jacob, John & Jorgensen, Bjorn N., 2007.
"Earnings management and accounting income aggregation,"
Journal of Accounting and Economics,
Elsevier, vol. 43(2-3), pages 369-390, July.
[Downloadable!] (restricted)
- Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006.
"Comparing downside risk measures for heavy tailed distributions,"
Economics Letters,
Elsevier, vol. 92(2), pages 202-208, August.
[Downloadable!] (restricted)
Other versions: - Clayton, Matthew J. & Jorgensen, Bjorn N. & Kavajecz, Kenneth A., 2006.
"On the presence and market-structure of exchanges around the world,"
Journal of Financial Markets,
Elsevier, vol. 9(1), pages 27-48, February.
[Downloadable!] (restricted)
- Matthew J. Clayton & Bjorn N. Jorgensen, 2005.
"Optimal Cross Holding with Externalities and Strategic Interactions,"
Journal of Business,
University of Chicago Press, vol. 78(4), pages 1505-1522, July.
[Downloadable!]
- Beatty, Anne & Gron, Anne & Jorgensen, Bjorn, 2005.
"Corporate risk management: evidence from product liability,"
Journal of Financial Intermediation,
Elsevier, vol. 14(2), pages 152-178, April.
[Downloadable!] (restricted)
- Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G., 2002.
"Incentives for effective risk management,"
Journal of Banking & Finance,
Elsevier, vol. 26(7), pages 1407-1425, July.
[Downloadable!] (restricted)
- Jon Danielsson & Casper G. de Vries & Bjorn N. Jorgensen, 1998.
"The value of value at risk: statistical, financial, and regulatory considerations (summary),"
Economic Policy Review,
Federal Reserve Bank of New York, issue Oct, pages 107-108.
[Downloadable!]
- Jorgensen, Bjorn N. & Mikkelsen, Hans Ole ae, 1996.
"An arbitrage free trilateral target zone model,"
Journal of International Money and Finance,
Elsevier, vol. 15(1), pages 117-134, February.
[Downloadable!] (restricted)
Other versions:
NEP Fields
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-FIN: Finance (2) 2001-10-16 2006-06-17 Author is listed
- NEP-FMK: Financial Markets (1) 2006-06-17
- NEP-HIS: Business, Economic & Financial History (1) 1999-12-01
- NEP-IND: Industrial Organization (1) 1999-12-01
- NEP-RMG: Risk Management (3) 2005-12-09 2005-12-09 2006-06-17 Author is listed
- NEP-UPT: Utility Models & Prospect Theory (1) 2006-06-17
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