Different risk-adjusted fund performance measures: a comparison
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References listed on IDEAS
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More about this item
KeywordsMutual funds; performance measures; Value-at-Risk; extreme value theory;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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