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Selection of socially responsible portfolios using hedonic prices
Bilbao Terol, Amelia; Arenas-Parra, Mar; … - In: Journal of business ethics : JOBE 115 (2013) 3, pp. 515-529
Persistent link: https://www.econbiz.de/10009787957
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Tail Risk and the Cross-Section of Mutual Fund Expected Returns
Karagiannis, Nikolaos - 2018
We test for the presence of a tail risk premium in the cross-section of mutual fund returns and find that the top tail risk quintile of funds outperforms the bottom by 4.4% per annum. This premium is not simply a reward for market risk, nor do commonly used risk factors offer an adequate...
Persistent link: https://www.econbiz.de/10012909810
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Risk measures in finance : congruent or contrasting?
Lalwani, Vaibhav; Bedi, Prateek; Shankar, Devesh - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 1, pp. 165-180
Persistent link: https://www.econbiz.de/10012391033
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Do investors obtain better results selecting mutual funds through quantitative ratings?
Otero-González, Luis; Durán Santomil, Pablo; … - In: Spanish journal of finance & accounting : the official … 49 (2020) 3, pp. 265-291
Persistent link: https://www.econbiz.de/10012255974
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A VaR-based downside risk analysis of Indian equity mutual funds in the pre- and post-global financial crisis periods
Deb, Soumya Guha - In: Journal of emerging market finance 18 (2019) 2, pp. 210-236
Persistent link: https://www.econbiz.de/10012121479
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Tail risk and the cross-section of mutual fund expected returns
Karagiannis, Nikolaos; Tolikas, Konstantinos - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 425-447
Persistent link: https://www.econbiz.de/10012128923
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Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha; Deege, Matthias - In: Journal of risk 18 (2016) 6, pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
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Ein Ansatz zur modellbasierten Steuerung von Investmentfonds
Eggers, Frank - 2004
Persistent link: https://www.econbiz.de/10001851233
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New DEA performance evaluation indices and their applications in the American fund market
Lin, Ruiyue; Chen, Zhiping - In: Asia Pacific journal of operational research : APJOR 25 (2008) 4, pp. 421-450
Persistent link: https://www.econbiz.de/10003765940