Does systemic risk affect fund managers' tail risk-taking?
Year of publication: |
2024
|
---|---|
Authors: | Xuan, Quansheng ; Li, Zhiyong ; Zhao, Tianyu |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 83.2024, Art.-No. 102269, p. 1-24
|
Subject: | Fund manager | Fund network | Systemic risk | Tail-risk taking | Investmentfonds | Investment Fund | Systemrisiko | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Anlageverhalten | Behavioural finance | Risiko | Risk |
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