Extreme value theory—An application to the South African equity market

Original Articles

Extreme value theory—An application to the South African equity market

Published in: Investment Analysts Journal
Volume 36 , issue 66 , 2007 , pages: 73–77
DOI: 10.1080/10293523.2007.11082494
Author(s): DC Wentzel [AN0001] , E Maré [AN0001]
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« Distributional properties of JSE prices and returns
Evaluating and constructing equity benchmarks in the South African portfolio management context »

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