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

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