Tail risk of US equity factors

dc.contributor.author	Lu, Helen	en
dc.contributor.author	Geertsema	en
dc.contributor.author	Stork, P	en
dc.coverage.spatial	Sydney, Australia	en
dc.date.accessioned	2019-09-30T20:10:11Z	en
dc.date.issued	2019-12-18	en
dc.identifier.uri	http://hdl.handle.net/2292/48107	en
dc.relation.ispartof	Quantitative Methods in Finance (QMF) 2019 Conference	en
dc.rights	Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher.	en
dc.rights.uri	https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm	en
dc.title	Tail risk of US equity factors	en
dc.type	Presentation	en
dc.rights.holder	Copyright: The author	en
pubs.author-url	https://www.uts.edu.au/research-and-teaching/our-research/quantitative-finance-research/events/qmf-2019	en
pubs.finish-date	2019-12-20	en
pubs.start-date	2019-12-17	en
dc.rights.accessrights	http://purl.org/eprint/accessRights/RestrictedAccess	en
pubs.subtype	Conference Oral Presentation	en
pubs.elements-id	774926	en
pubs.org-id	Business and Economics	en
pubs.org-id	Accounting and Finance	en
pubs.record-created-at-source-date	2019-06-20	en

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