Is tail risk priced in the cross-section of Chinese mutual fund returns?
| Autor: | Liuyong Yang, Yijia Long, Huaigang Long, Adam Zaremba, Wenyu Zhou |
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| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | Finance Research Letters. 50:103298 |
| ISSN: | 1544-6123 |
| DOI: | 10.1016/j.frl.2022.103298 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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