Skip to main content
  • Areas
  • Industries
  • Projects
  • Publications
  • About NR
    • Our employees
    • About NR
    • A short history of NR
    • Directions
    • Equal treatment plan
    • NR’s Master´s Prize
    • Events
    • Organization
      • DART
      • SAMBA
      • SAND
    • Working at NR
    • Rights Retention Strategy
    • Social responsibility
  • Language: EN
    • NO

Methods of improving assessment of portfolio risk using the multivariate NIG

  • Kjersti Aas

Publication details

  • Event: Quant Congress USA, New York
  • Year: 2006

Kjersti Aas

Research Director SAMBA
  • You are here:  Home
  • Publications
  • Scientific lecture
  • Methods of improving assessment of portfolio risk using the multivariate NIG

Contact us

  • (+47) 2285 2500
  • nr@nr.no

Follow us

  • Facebook
  • LinkedIn

Enterprise number

NO952125001VAT

Postal address

Norsk Regnesentral
P.O. Box 114 Blindern
NO-0314 Oslo, Norway

Visiting address

Gaustadalleen 23a, 4th floor
Kristen Nygaards hus
0373 Oslo