Browsing NHH Brage by Author "Vikenes, Martin"
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Co-moments of truth : is the pricing of higher-order co-moments robust across portfolio sorting methodologies?
Vikenes, Martin; Olstad, Viktor Johannes (Master thesis, 2018)The discovery rate of pricing factors has increased substantially in the last decades. Whereas the number of factors discovered was about one per annum in the period 1980 – 1991, it has risen to about 18 per year in the ...