Risk Factors and their Bootstraps: Hidden Risks and How to Capture the Risk-premia

Dissertation

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Andreas Johansson

Stockholm School of Economics

Doctor of Philosophy (PHD), Stockholm School of Economics

2021

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Title: Risk Factors and their Bootstraps: Hidden Risks and How to Capture the Risk-premia
Creators: Andreas Johansson - Stockholm School of Economics, Department of Finance
Awarding Institution: Stockholm School of Economics; Doctor of Philosophy (PHD)
Theses and Dissertations: Doctor of Philosophy (PHD), Stockholm School of Economics
Publisher: Stockholm School of Economics; Stockholm
Number of pages: 132
Identifiers: 9789177311942; 9789177311959
Academic Unit: Department of Finance
Language: English
Resource Type: Dissertation