Tails of returns’ distribution and expected returns : An empirical study
Doctoral thesis
Published version
Permanent lenke
https://hdl.handle.net/11250/3110889Utgivelsesdato
2023Metadata
Vis full innførselSamlinger
Originalversjon
Kashif, M. (2023). Tails of returns’ distribution and expected returns: An empirical study (PhD thesis). Nord UniversityBeskrivelse
Doctoral thesis (PhD) - Nord University, 2023
Består av
Article 1: Kashif, M. & Leirvik, T. (2022). The MAX effect in an oil exporting country: The case of Norway. Journal of Risk and Financial Management, 15(4): 154. doi: https://doi.org/10.3390/jrfm15040154. The article is available at https://hdl.handle.net/11250/2999418Article 2: Kashif, M. & Leirvik, T. (Forthcoming). Regime switching stock returns and hybrid tail risk. Manuscript. Full text not available in Nord Open Research Archive
Article 3: Kashif, M. (Forthcoming). ESG and protection against systematic downside risks. Manuscript. Full text not available in Nord Open Research Archive
Article 4: Kashif, M. (Forthcoming). Investor demand and sustainable investments. Manuscript. Full text not available in Nord Open Research Archive