MEASURING RISK IN ISRAELI MUTUAL FUNDS: CONDITIONAL VALUE-AT-RISK VS. AUMANN-SERRANO RISKINESS INDEX

Haim Shalit

No 1409, Working Papers from Ben-Gurion University of the Negev, Department of Economics

Keywords: Mutual funds; risk ranking; CVaR; riskiness; Lorenz curve. (search for similar items in EconPapers)
Pages: 22 pages
Date: 2014
New Economics Papers: this item is included in nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:bgu:wpaper:1409

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