the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

simulation study is then conducted to ascertain the performance of the estimation method. …

This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences …. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently … with previous studies, no significant differences in performance and risk are found between female and male managed funds …

This paper is the first systematic analysis of the impact of diversification on the performance of private equity funds …. Diversification across countries has no systematic effect on the performance of private equity funds. …

managers in asset management. We find that when a fund uses complex trading strategies involving the use of CDS team … relative to single managers. During the financial crisis, however, the performance premium of teams becomes negative, which may …