Modeling redemption risks of mutual funds using extreme value theory
| Author: | Sascha Desmettre, Matthias Deege |
|---|---|
| URL: | https://www.risk.net/journal-of-risk/2465481/modeling-redemption-risks-of-mutual-funds-using-extreme-value-theory |
| DOI: | https://doi.org/10.21314/JOR.2016.336 |
| ISSN: | 1755-2842 |
| Journal: | Journal of Risk |
| Publisher: | Incisive Media |
| Document Type: | Research Article |
| Language: | English |
| Year of first Publication: | 2016 |
| Release Date: | 2025/08/29 |
| Volume: | 18 |
| Issue: | 6 |
| Page Number: | 37 |
| First Page: | 1 |
| Last Page: | 37 |
| Faculties / Organisational entities: | RPTU in Kaiserslautern / Fachbereich Mathematik / Schwerpunkt Wirtschaftsmathematik / AG Finanzmathematik |
| Open access state: | Closed Access |
| RPTU: | Kaiserslautern |
| Research funding: | Sonstige |
| Created at the RPTU: | Yes |