Private Bag 85
Hobart, Tasmania 7001
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
University of Tasmania
Order statistics, extreme value theory, thin-tails and fat-tails
Extremal expectations hypothesis (EEH), rational expectations, extreme value theory, extreme-value and logistic distributions
Hedge Funds, Performance Measurement, Factor Models, Peer Group Benchmarks
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