Tail Risks Across Investment Funds
The purpose of the article. Managed portfolios are subject to tail risks, which can be either index level (systematic) or fund-specific. Examples of fund-specific extreme events include those due to big bets or fraud. This paper studies the two components in relation to compensation structure in man...
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| Main Author: | |
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| Format: | Article |
| Language: | deu |
| Published: |
Lodz University Press
2024-12-01
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| Series: | Finanse i Prawo Finansowe |
| Subjects: | |
| Online Access: | https://czasopisma.uni.lodz.pl/fipf/article/view/24783 |
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