Essays about: "Edin Filipovic"
Found 1 essay containing the words Edin Filipovic.
-
1. ASSET PRICING WITH HIGHER COMOMENTS
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : 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. READ MORE
Result pages:
1