1. Portfolio choice and equilibrium in capital markets with safety-first investors;Arzac;Journal of Financial Economics,1977
2. The distribution of extremal foreign exchange rate returns in extremely large data sets;Dacorogna;Tinbergen Institute Working Paper, TI,1995
3. Beyond the sample: Extreme quantile and probability estimation with application to financial data;Daníelsson,1996
4. Safety first portfolio selection, extreme value theory and long run asset risks;De Haan,1994
5. Extremal behavior of solutions to a stochastic difference equation with applications to ARCH processes;De Haan;Stochastic Process and their Applications,1989