The effect of diversification on tail risk : evidence from US equity mutual fund portfolios
Simon Xu, Inchang Hwang and Francis In
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Xu, Simon ; Hwang, Inchang ; In, Francis Haeuck |
| Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 16.2016, 3, p. 483-495
|
| Subject: | Risiko | Risk | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | 2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12080 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011713786