Tail risk and the cross-section of mutual fund expected returns
Nikolaos Karagiannis and Konstantinos Tolikas
| Year of publication: |
2019
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|---|---|
| Authors: | Karagiannis, Nikolaos ; Tolikas, Konstantinos |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 1, p. 425-447
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| Subject: | tail risk | mutual funds | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Risiko | Risk | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018000650 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012128923