Sascha Desmettre, Matthias Deege,
"Modeling Redemption Risks of Mutual Funds Using Extreme Value Theory"
, in Journal of Risk, Vol. 18, Nummer 6, Seite(n) 1-37, 2016, ISSN: 1755-2842
Original Titel:
Modeling Redemption Risks of Mutual Funds Using Extreme Value Theory