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Bjorn Nybo Jorgensen

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

Personal Details

First Name: Bjorn
Middle Name: Nybo
Last Name: Jorgensen
Suffix:

RePEc Short-ID: pjo56

Email: [This author has chosen not to make the email address public]
Homepage: http://www.lse.ac.uk/accounting/facultyAndStaff/profiles/Jorgensen.aspx
Postal Address:
Phone: +44 (0)20 7955 7315

Affiliation

London School of Economics (LSE)
Location: London, United Kingdom
Homepage: http://www.lse.ac.uk/
Email:
Phone: +44 (020) 7405 7686
Fax:
Postal: Houghton Street, London WC2A 2AE
Handle: RePEc:edi:lsepsuk (more details at EDIRC)

Works

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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.
  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.
  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.
  4. J�n Dan�elsson & Bj�rn 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.
  5. J�n Dan�elsson & Bj�rn N. Jorgensen & Casper G. de Vries, 2001. "Incentives for Effective Risk Management," Tinbergen Institute Discussion Papers 01-094/2, Tinbergen Institute.
  6. 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-.
  7. 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-.

Articles

  1. Yuri Biondi & Eiko Tsujiyama & Jonathan Glover & Nicole T. Jenkins & Bjorn Jorgensen & John Lacey & Richard Macve, 2014. "'Old Hens Make the Best Soup': Accounting for the Earning Process and the IASB/FASB Attempts to Reform Revenue Recognition Accounting Standards," Accounting in Europe, Taylor & Francis Journals, vol. 11(1), pages 13-33, June.
  2. Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G., 2013. "Fat tails, VaR and subadditivity," Journal of Econometrics, Elsevier, vol. 172(2), pages 283-291.
  3. Jorgensen, Bjorn & Li, Jing & Sadka, Gil, 2012. "Earnings dispersion and aggregate stock returns," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 1-20.
  4. Bjorn N. Jorgensen & Yong Gyu Lee & Yong Keun Yoo, 2011. "The Valuation Accuracy of Equity Value Estimates Inferred from Conventional Empirical Implementations of the Abnormal Earnings Growth Model: US Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(3-4), pages 446-471, 04.
  5. Clayton, Matthew J. & Jorgensen, Bjorn N., 2011. "Corporate equity ownership, investment, and product market relationships," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1377-1388.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Matthew J. Clayton & Bjorn N. Jorgensen, 2005. "Optimal Cross Holding with Externalities and Strategic Interactions," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1505-1522, July.
  11. 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.
  12. 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.
  13. 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.
  14. 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.

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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