MEASURING RISK IN ISRAELI MUTUAL FUNDS: CONDITIONAL VALUE-AT-RISK VS. AUMANN-SERRANO RISKINESS INDEX
| Year of publication: |
2014
|
|---|---|
| Authors: | Shalit, Haim |
| Institutions: | Economics Department, Ben Gurion University of the Negev |
| Subject: | Mutual funds | risk ranking | CVaR | riskiness | Lorenz curve |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 1409 22 pages |
| Source: |
Persistent link: https://www.econbiz.de/10011106751