Asset Price Dynamics with Value-at-Risk Constrained Traders

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   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 =     {ssrn.com/abstract=302307},
 }

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