Essays about: "Ali Khanzadi"

Found 1 essay containing the words Ali Khanzadi.

  1. 1. The Uncertainty of Risk - Volatility of Volatility in the Swedish Equity Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ali Khanzadi; Fredrik Elliot; [2016]
    Keywords : Uncertainty; Volatility of Volatility; Aggregate risk factors; ICAPM; Business and Economics;

    Abstract : In addition to market volatility, a stylized theoretical model and recent empirical findings suggests the existence of a premium for market volatility of volatility. By developing seven different measures of volatility of volatility and through the method of principal component analysis, we investigate if this aggregate uncertainty is priced in the Swedish equity market. READ MORE