Performance evaluation of mutual fund investments : the impact of non-normality and time-varying volatility
Ioannis D. Vrontos; Loukia Meligkotsidou; Spyridon D. Vrontos
| Year of publication: |
2011
|
|---|---|
| Authors: | Vrontos, Ioannis D. ; Meligkotsidou, Loukia ; Vrontos, Spyridon D. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 12.2011, 4, p. 292-307
|
| Subject: | fat tails | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | USA | United States | 1990-2005 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009303901