Sökning: "Laith Hirzallah"
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1. ASSET PRICING WITH HIGHER COMOMENTS
Master-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : 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
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