Sökning: "Laith Hirzallah"

Hittade 1 uppsats innehållade orden Laith Hirzallah.

  1. 1. ASSET PRICING WITH HIGHER COMOMENTS

    Master-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Laith Hirzallah; Edin Filipovic; [2015]
    Nyckelord :Business and Economics;

    Sammanfattning : Empirical and theoretical research has for some time argued that investors also expect rewards for bearing risk related to higher moments. This thesis examines if inclusion of coskewness and cokurtosis helps to explain the variation in asset returns. LÄS MER