Do fund managers time implied tail risk? : evidence from Chinese mutual funds
Zhongxin Ni, Linyu Wang, Weishu Li
| Year of publication: |
2021
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|---|---|
| Authors: | Ni, Zhongxin ; Wang, Linyu ; Li, Weishu |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-16
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| Subject: | China | Implied tail risk | Mutual fund | Timing ability | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101590 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332458