P.O. Box 616
Maastricht, 6200 MD
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
in Total Papers Downloads
in Total Papers Citations
Mutual funds, performance evaluation, portfolio management, style analysis
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: eufm177.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Mutual Funds, Style Analysis, Portfolio Management, Non-linear Optimization, Kuhn-Tucker, Parameter Uncertainty
Value-at-Risk, Financial Time Series, Exchange Rate Positions, GARCH, Estimation Risk, Fat Tail Distributions
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3403.
Value-at-risk, financial time series, exchange rate positions, GARCH, estimation risk, fat tail distributions
Mutual Funds, Home Bias, Information asymmetry, Performance evaluation
File name: eufm.
Small business credit risk, capital charges, default correlation, factor models
Small business credit risk, default correlation, multiple defaults, factor models
Option pricing, loss functions, estimation risk, GARCH, implied volatility
File name: SSRN-id771466.
Default clustering, supply chain, small business lending, counterparty risk
File name: acfi.
Mutual funds, performance evaluation, benchmarks, market efficiency
File name: DP2392.
Expectations hypothesis, risk premium
File name: DP3726.
Forward exchange, risk
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.648 seconds