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Information about:
Bjorn N. Jorgensen

Personal Details | Affiliation | Works
This is information that was supplied by Bjorn Jorgensen in registering through RePEc. If you are Bjorn N. Jorgensen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Bjorn
Middle Name: N.
Last Name: Jorgensen
Suffix:

RePEc Short-ID: pjo56

Email:
Homepage:
Postal Address: Bjorn N. Jorgensen Graduate School of Business Columbia University 3022 Broadway, Uris Hall 621 New York, NY 10027, USA
Phone: +1 (212) 854-9220

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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)

  2. 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:

  3. 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)

  4. 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!]

  5. 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!]
    Published as:

  6. 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:

  7. 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:

  8. 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:

  9. 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

  1. 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)

  2. 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)

  3. 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:

  4. 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)

  5. 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!]

  6. 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)

  7. 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)
    Other versions:

  8. 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!]

  9. 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):
  1. NEP-FIN: Finance (2) 2001-10-16 2006-06-17 Author is listed
  2. NEP-FMK: Financial Markets (1) 2006-06-17
  3. NEP-HIS: Business, Economic & Financial History (1) 1999-12-01
  4. NEP-IND: Industrial Organization (1) 1999-12-01
  5. NEP-RMG: Risk Management (3) 2005-12-09 2005-12-09 2006-06-17 Author is listed
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2006-06-17
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This page was last updated on 2008-8-17.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.