From a risk management perspective, tail risks and return distribution asymmetries of investments are important to analyse. In this note, we describe a modelling approach that addresses some of the weaknesses of standard risk models.
Utgiver
Norges Bank Investment Management
Serie
Discussion note;15/2012 Diskusjonsnotat;15/2012
Med mindre annet er angitt, så er denne innførselen lisensiert som Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal