Browsing by Subject "Financial risk management."
Now showing items 1-1 of 1
-
Asymmetric Systematic Risk and Risk Premiums Under a Regime-Switching Model
(2022-04-14)The purpose of this thesis is to identify asymmetry in stocks’ systematic risk and market risk premiums under different financial market regimes. It is assumed that there are two unobserved regimes, bull and bear markets, ...