Methods of improving assessment of portfolio risk using the multivariate NIG

Aas, Kjersti

July 13, 2006

SAMBA

• Refereed: 0
• Conference: Quant Congress USA, New York
• Title: Methods of improving assessment of portfolio risk using the multivariate NIG
• Author(s): Aas, Kjersti
• Published date: July 13, 2006