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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