Different risk-adjusted fund performance measures: a comparison
Year of publication: |
2009
|
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Authors: | Grau-Carles, Pilar ; Sainz, Jorge ; Otamendi, Javier ; Doncel, Luis Miguel |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | Mutual funds | performance measures | Value-at-Risk | extreme value theory |
Extent: | application/pdf |
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Series: | Economics Discussion Papers. - ISSN 1867-8009. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2009-54 |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G20 - Financial Institutions and Services. General |
Source: |
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Different risk-adjusted fund performance measures: a comparison
Grau-Carles, Pilar, (2009)
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Different risk-adjusted fund performance measures : a comparison
Grau Carles, Pilar, (2009)
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How accurate are modern value-at-risk estimators derived from extreme value theory?
Auer, Benjamin R., (2016)
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Different risk-adjusted fund performance measures: a comparison
Grau-Carles, Pilar, (2009)
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Different risk-adjusted fund performance measures : a comparison
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Sainz, Jorge, (2008)
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