Blar i Handelshøyskolen BI på forfatter "Neamtu, Radu"
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Coskewness as a driver of excess returns, size premiums and book-to-market effects on emerging and developed markets : an empirical study on Poland and Germany
Buzdugan, Radu; Neamtu, Radu (Master thesis, 2012-05-09)If asset returns present systematic skewness, then the risk associated with it should be compensated accordingly and this compensation should be identified in the premia of the expected returns. Thus, asset pricing models ...