Πλοήγηση ανά Συγγραφέα "Μαραυγάκης, Μιχάηλ Ε."
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The fama and french model with co-skewness and co-kurtosis
Μαραυγάκης, Μιχάηλ Ε. (2008-01-21)The purpose of this thesis is by using the methodology proposed by Daniel Chi-Hsiou Hung, Mark Shacleton and Xinzhong Xu (2004) to examine the significance of an extended model based on Fama and French multifactor model ...