Modeling Redemption Risks of Mutual Funds Using Extreme Value Theory

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@article{07f9b159a0be4fd4bb617f4ba8b2ef50,

title = "Modeling Redemption Risks of Mutual Funds Using Extreme Value Theory",

author = "Sascha Desmettre and Matthias Deege",

year = "2016",

month = aug,

doi = "10.21314/JOR.2016.336",

language = "English",

volume = "18",

pages = "1--37",

journal = "Journal of Risk",

issn = "1755-2842",

number = "6",

}

TY - JOUR

T1 - Modeling Redemption Risks of Mutual Funds Using Extreme Value Theory

AU - Desmettre, Sascha

AU - Deege, Matthias

PY - 2016/8

Y1 - 2016/8

UR - https://www.scopus.com/pages/publications/84983298750

U2 - 10.21314/JOR.2016.336

DO - 10.21314/JOR.2016.336

M3 - Article

SN - 1755-2842

VL - 18

SP - 1

EP - 37

JO - Journal of Risk

JF - Journal of Risk

IS - 6

ER -