C
Casper G. de Vries
Researcher at Erasmus University Rotterdam
Publications - 171
Citations - 8497
Casper G. de Vries is an academic researcher from Erasmus University Rotterdam. The author has contributed to research in topics: Downside risk & Futures contract. The author has an hindex of 40, co-authored 170 publications receiving 8202 citations. Previous affiliations of Casper G. de Vries include Chulalongkorn University & Purdue University.
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The all-pay auction with complete information
TL;DR: In this paper, the first price all-pay auction is used to model rent seeking, where asymmetric equilibria imply higher expected revenues than the symmetric equilibrium, and the high bidder receives the item.
Posted Content
The all-pay auction with complete information
TL;DR: In this paper, the first price all-pay auction is used to model rent seeking, where asymmetric equilibria imply higher expected revenues than the symmetric equilibrium, and the high bidder receives the item.
ReportDOI
On the frequency of large stock returns: Putting booms and busts into perspective
TL;DR: In this article, the authors employ extreme value theory, focusing exclusively on the larger observations in order to assess the tail shape within a unified framework, which enables one to generate robust probabilities on large returns, which put the recent stock market swings into historical perspective.
Posted Content
Rigging the lobbying process: An application of the all-pay auction
TL;DR: In this paper, the authors examined an interesting principle arising in all-pay auctions, which states that a politician wishing to maximize political rents may find it in his best interest to exclude certain lobbyists from participating in the lobbying process, particularly lobbyists valuing most the political prize.
Journal ArticleDOI
Value-at-Risk and Extreme Returns
TL;DR: In this article, a semi-parametric method for unconditional value-at-Risk (VaR) evaluation is proposed, where the largest risks are modelled parametri-cally, while smaller risks are captured by the nonparametric empirical dis- tribution function.