Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/18868
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Karagiannis, N | - |
dc.contributor.author | Tolikas, K | - |
dc.date.accessioned | 2019-07-26T16:01:30Z | - |
dc.date.available | 2019-02-01 | - |
dc.date.available | 2019-07-26T16:01:30Z | - |
dc.date.issued | 2018-08-24 | - |
dc.identifier.citation | Journal of Financial and Quantitative Analysis, 2019, 54 (1), pp. 425 - 447 | en_US |
dc.identifier.issn | 0022-1090 | - |
dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/18868 | - |
dc.format.extent | 425 - 447 | - |
dc.language.iso | en | en_US |
dc.publisher | Cambridge University Press | en_US |
dc.title | Tail risk and the cross-section of mutual fund expected returns | en_US |
dc.type | Article | en_US |
dc.identifier.doi | https://doi.org/10.1017/S0022109018000650 | - |
dc.relation.isPartOf | Journal of Financial and Quantitative Analysis | - |
pubs.issue | 1 | - |
pubs.publication-status | Published | - |
pubs.volume | 54 | - |
dc.identifier.eissn | 1756-6916 | - |
Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
File | Description | Size | Format | |
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FullText.pdf | 1.73 MB | Adobe PDF | View/Open |
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