Does systemic risk affect fund managers' tail risk-taking?
Quansheng Xuan, Zhiyong Li, Tianyu Zhao
| Year of publication: |
2024
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|---|---|
| Authors: | Xuan, Quansheng ; Li, Zhiyong ; Zhao, Tianyu |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 83.2024, Art.-No. 102269, p. 1-24
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| Subject: | Fund manager | Fund network | Systemic risk | Tail-risk taking | Investmentfonds | Investment Fund | Systemrisiko | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Anlageverhalten | Behavioural finance | Risikomaß | Risk measure | Risiko | Risk | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102269 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491185