How effective is the tail mean-variance model in the fund of fund selection? : an empirical study using various risk measures
Qiyu Wang, Wenli Huang, Xin Wu, Chao Zhang
| Year of publication: |
2019
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|---|---|
| Authors: | Wang, Qiyu ; Huang, Wenli ; Wu, Xin ; Zhang, Chao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 239-244
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| Subject: | Tail mean-variance model | Risk measure | Cross-validation | Portfolio-Management | Portfolio selection | Risikomaß | Theorie | Theory | Messung | Measurement | Risiko | Risk | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.08.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012418788