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On time-scaling of risk and the square-root-of-time rule

, and . Journal of Banking & Finance, 30 (10): 2701--2713 (October 2006)

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The impact of risk regulation on price dynamics, , and . Journal of Banking & Finance, 28 (5): 1069--1087 (May 2004)On time-scaling of risk and the square-root-of-time rule, and . Journal of Banking & Finance, 30 (10): 2701--2713 (October 2006)Centralized or Decentralized? A Principal Agent Game of Network Formation., , and . BigDataService, page 153-154. IEEE, (2023)