Extreme Returns From Extreme Value Stocks: Enhancing the Value Premium

被引：1
|
作者：
Anderson, Keith [1 ]
Brooks, Chris [2 ]
机构：
[1] Univ Durham, Dept Econ & Finance, Finance, Durham, England
[2] Univ Reading, ICMA Ctr, Finance, Reading, Berks, England
来源：
JOURNAL OF INVESTING | 2007年 / 16卷 / 01期
关键词：
D O I：
10.3905/joi.2007.681825
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：69 / 81
页数：13
相关论文
共 50 条
  • [41] DEPENDENT EXTREME VALUE THEORY
    LEADBETTER, MR
    ADVANCES IN APPLIED PROBABILITY, 1979, 11 (02) : 266 - 266
  • [42] The generalized extreme value distribution
    Bali, TG
    ECONOMICS LETTERS, 2003, 79 (03) : 423 - 427
  • [43] Flexible extreme value inference
    Jordanova, Pavlina
    Stehlik, Milan
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2024, 42 (01) : 219 - 263
  • [44] On Weierstrass extreme value theorem
    Juan Enrique Martínez-Legaz
    Optimization Letters, 2014, 8 : 391 - 393
  • [45] Testing Extreme Value Models
    Frank Marohn
    Extremes, 2000, 3 (4) : 363 - 384
  • [46] How to Probe for an Extreme Value
    Goel, Ashish
    Guha, Sudipto
    Muivagala, Kamesh
    ACM TRANSACTIONS ON ALGORITHMS, 2010, 7 (01)
  • [47] Bootstrapping Extreme Value Estimators
    de Haan, Laurens
    Zhou, Chen
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2024, 119 (545) : 382 - 393
  • [48] Extreme Value Laws for Superstatistics
    Rabassa, Pau
    Beck, Christian
    ENTROPY, 2014, 16 (10) : 5523 - 5536
  • [49] SUMS OF EXTREME VALUE PROCESSES
    MASON, DM
    ADVANCES IN APPLIED PROBABILITY, 1988, 20 (01) : 12 - 12
  • [50] Testing Extreme Value Conditions
    Daniel Dietrich
    Laurens De Haan
    Jürg Hüsler
    Extremes, 2002, 5 (1) : 71 - 85
12345