Can the probability of extreme returns be the basis for profitable portfolios? : evidence from China
Year of publication: |
2021
|
---|---|
Authors: | Fan, Ruixin ; Xiong, Xiong ; Gao, Ya |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 76.2021, p. 1-16
|
Subject: | Crash probability | Extreme returns | Jackpot probability | Portfolio strategies | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | China | Wahrscheinlichkeitsrechnung | Probability theory |
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