Fat tails, VaR and subadditivity von Daníelsson, Jón, Jorgensen, Bjørn N., Samorodnitsky, Gennady, Sarma, Mandira, de Vries, Casper G.

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The Illusion of Control von Danielsson, Jon

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Learning from History: Volatility and Financial Crises von Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur

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Artificial intelligence and systemic risk von Daníelsson, Jón, Macrae, Robert, Uthemann, Andreas

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Why risk is so hard to measure von Danielsson, Jon, Zhou, Chen

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Robust forecasting of dynamic conditional correlation GARCH models von Boudt, Kris, Daníelsson, Jón, Laurent, Sébastien

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Model risk of risk models von Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur

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Risk Model-at-Risk von Boucher, Christophe, Danielsson, Jon, Kouontchou, Patrick, Maillet, Bertrand

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Challenges in Implementing Worst-Case Analysis von Danielsson, Jon, Ergun, Lerby M, Vries, Casper G. de

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Risk models-at-risk von Boucher, Christophe M., Daníelsson, Jón, Kouontchou, Patrick S., Maillet, Bertrand B.

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Learning from history: volatility and financial crises von Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur

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On time-scaling of risk and the square-root-of-time rule von Daníelsson, Jón, Zigrand, Jean-Pierre

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Lessons from a collapse of a financial system von Benediktsdottir, Sigridur, Danielsson, Jon, Zoega, Gylfi

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Designating market maker behaviour in limit order book markets von Panayi, Efstathios, Peters, Gareth W., Danielsson, Jon, Zigrand, Jean-Pierre

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On the impact of fundamentals, liquidity and coordination on market stability von Danielsson, Jon, Penaranda, Francisco

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What to Do? von Danielsson, Jon

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Systemic Risk von Danielsson, Jon

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Groundhog Day von Danielsson, Jon

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The Risk Panopticon von Danielsson, Jon

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The Risk Theater von Danielsson, Jon

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