Abstract
The study focuses on the financial distress of different mutual funds on their return and risk level by the help of historical simulation method that trade in volatile market environment. Value at risk explains that how a financial institution can estimate their risk level to mitigate their financial loss. With mutual fund application in mind, this paper proposes the Historical Simulation method and Value at risk analysis, with emerging funds performing better than old ones. In addition, statistical tests show that the larger potential loss the mutual fund currently is undertaking, the lower return of mutual fund will be.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
