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- 2011
-
Mark
Portfolio Pricing with Measures of Conditional Skewness and Kurtosis
(
- Master (One yr)
-
Mark
Default Risk in Equity Returns
(
- Master (Two yrs)
-
Mark
The Idiosyncratic Volatility Puzzle: Further Evidence from the European Equity Market
(
- Master (One yr)
- 2010
-
Mark
The Fama and French Three-Factor Model - Evidence from the Swedish Stock Market
(
- Master (One yr)
-
Mark
Asset-Specific and Systematic Liquidity on the Swedish Stock Market
(
- Master (One yr)