Do Realistic Distribution Assumptions Improve Risk Estimates? A Long-Term Out-of-Sample Perspective on Risk management

Robert Neumann, Aron Akesson

Research output: Contribution to conferencePaperResearch

Original languageEnglish
Publication date2003
Publication statusPublished - 2003
EventEuropean Financial Management Association 2003 Annual Meetings - Helsinki, Finland
Duration: 25 Jun 200328 Jun 2003
Conference number: 11
https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2003-Helsinki/2003meetings.php

Conference

ConferenceEuropean Financial Management Association 2003 Annual Meetings
Number11
CountryFinland
CityHelsinki
Period25/06/200328/06/2003
Internet address

Cite this

Neumann, R., & Akesson, A. (2003). Do Realistic Distribution Assumptions Improve Risk Estimates? A Long-Term Out-of-Sample Perspective on Risk management. Paper presented at European Financial Management Association 2003 Annual Meetings, Helsinki, Finland.
Neumann, Robert ; Akesson, Aron. / Do Realistic Distribution Assumptions Improve Risk Estimates? A Long-Term Out-of-Sample Perspective on Risk management. Paper presented at European Financial Management Association 2003 Annual Meetings, Helsinki, Finland.
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author = "Robert Neumann and Aron Akesson",
year = "2003",
language = "English",
note = "null ; Conference date: 25-06-2003 Through 28-06-2003",
url = "https://www.efmaefm.org/0EFMAMEETINGS/EFMA{\%}20ANNUAL{\%}20MEETINGS/2003-Helsinki/2003meetings.php",

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Neumann, R & Akesson, A 2003, 'Do Realistic Distribution Assumptions Improve Risk Estimates? A Long-Term Out-of-Sample Perspective on Risk management' Paper presented at, Helsinki, Finland, 25/06/2003 - 28/06/2003, .

Do Realistic Distribution Assumptions Improve Risk Estimates? A Long-Term Out-of-Sample Perspective on Risk management. / Neumann, Robert; Akesson, Aron.

2003. Paper presented at European Financial Management Association 2003 Annual Meetings, Helsinki, Finland.

Research output: Contribution to conferencePaperResearch

TY - CONF

T1 - Do Realistic Distribution Assumptions Improve Risk Estimates?

T2 - A Long-Term Out-of-Sample Perspective on Risk management

AU - Neumann, Robert

AU - Akesson, Aron

PY - 2003

Y1 - 2003

M3 - Paper

ER -

Neumann R, Akesson A. Do Realistic Distribution Assumptions Improve Risk Estimates? A Long-Term Out-of-Sample Perspective on Risk management. 2003. Paper presented at European Financial Management Association 2003 Annual Meetings, Helsinki, Finland.