A VaR-based downside risk analysis of Indian equity mutual funds in the pre- and post-global financial crisis periods
Soumya Guha Deb
| Year of publication: |
2019
|
|---|---|
| Authors: | Deb, Soumya Guha |
| Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 18.2019, 2, p. 210-236
|
| Subject: | VaR | mutual funds | downside risk | Investmentfonds | Investment Fund | Indien | India | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risiko | Risk | Schätzung | Estimation | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972652719846348 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121479