Modeling Redemption Risks of Mutual Funds Using Extreme Value Theory

Research output: Contribution to journal › Article › peer-review

Fields of science

@article{07f9b159a0be4fd4bb617f4ba8b2ef50,

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

author = "Sascha Desmettre and Matthias Deege",

year = "2016",

doi = "10.21314/JOR.2016.336",

language = "English",

volume = "18",

pages = "1--37",

journal = "Journal of Risk",

issn = "1755-2842",

number = "6",

}