Empirical study of the tails of mutual fund size.

The mutual fund industry manages about a quarter of the assets in the U.S. stock market and thus plays an important role in the U.S. economy. The question of how much control is concentrated in the hands of the largest players is best quantitatively discussed in terms of the tail behavior of the mut...

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Autori principali: Schwarzkopf, Y, Farmer, J
Natura: Journal article
Lingua:English
Pubblicazione: 2010

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