Efficient estimation in extreme value regression models of hedge funds tail risks

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Unpublished conference/Abstract (Scientific congresses and symposiums)

Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine

2023 • Extreme Value Analysis conference 2023

Peer reviewed

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https://hdl.handle.net/2268/304800

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Kratz, Marie; ESSEC

Usseglio-Carleve, Antoine

Language :

English

Title :

Efficient estimation in extreme value regression models of hedge funds tail risks

Publication date :

June 2023

Event name :

Extreme Value Analysis conference 2023

Event organizer :

Bocconi University

Event place :

Milan, Italy

Event date :

June 2023

Audience :

International

Peer reviewed :

Peer reviewed

Available on ORBi :

since 03 July 2023

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