Impact of implied moments of returns' distribution on the dynamics of returns

Analysis of results of portfolio sorting into ten decile and long-short portfolios and subsequent future monthly returns at random dates compared with days when FOMC statement or rate decision was announced. Long-short Feng-measure portfolio over time.

Рубрика Экономика и экономическая теория
Предмет Economics
Вид дипломная работа
Язык английский
Прислал(а) Vadim Kostomarov
Дата добавления 27.08.2016
Размер файла 1,4 M

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