Are the log-returns of Italian open-end mutual funds normally distributed : a risk assessment perspective
Year of publication: |
December 2015
|
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Authors: | Bianchi, Michele Leonardo |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 7, p. 437-449
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Subject: | open-end mutual funds | normal distribution | skew-t distribution | tempered stable distributions | value at risk | average value at risk | Investmentfonds | Investment Fund | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Italien | Italy | Portfolio-Management | Portfolio selection | Risiko | Risk | Kapitaleinkommen | Capital income | Wahrscheinlichkeitsrechnung | Probability theory |
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