Nagaratnam Jeyasreedharan

University of Tasmania

Private Bag 85

Hobart, Tasmania 7001

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

3

DOWNLOADS

204

CITATIONS

0

Scholarly Papers (3)

1.

The Asymptotics of Extreme Returns in the Australian Stock Market

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 25 Aug 2009
Nagaratnam Jeyasreedharan, Lakshman Alles and Nihal Dayaratne Yatawara
University of Tasmania, Curtin University of Technology - Department of Finance and Curtin University of Technology
Downloads 73 (259,027)

Abstract:

Order statistics, extreme value theory, thin-tails and fat-tails

2.

Extremal Expectations: A Paradigm for Fat-Tails

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 48 Posted: 25 Aug 2008 Last Revised: 28 Jun 2009
Nagaratnam Jeyasreedharan
University of Tasmania
Downloads 52 (316,460)

Abstract:

Extremal expectations hypothesis (EEH), rational expectations, extreme value theory, extreme-value and logistic distributions

3.

Evaluating the Performance of Hedge Funds Using Two-Stage Peer Group Benchmarks

Number of pages: 34 Posted: 18 Jul 2014
Marco Wilkens, Juan Yao, Nagaratnam Jeyasreedharan and Patrick Boehler
University of Augsburg, University of Sydney - Business School - Finance Discipline, University of Tasmania and University of Augsburg
Downloads 46 (282,004)

Abstract:

Hedge Funds, Performance Measurement, Factor Models, Peer Group Benchmarks