Are the log-returns of Italian open-end mutual funds normally distributed : a risk assessment perspective
Michele Leonardo Bianchi
| Year of publication: |
December 2015
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|---|---|
| Authors: | Bianchi, Michele Leonardo |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 7, p. 437-449
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| Subject: | open-end mutual funds | normal distribution | skew-t distribution | tempered stable distributions | value at risk | average value at risk | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Investmentfonds | Investment Fund | Aktienfonds | Equity fund | Italien | Italy | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/jam.2015.30 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011455704