Tail risk and the cross-section of mutual fund expected returns
Year of publication: |
2019
|
---|---|
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 |
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