Higher moment asset pricing on the JSE
Thesis (M.Com. (Finance))--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic and Business Sciences, 2016 === The purpose of the study is to investigate the effects of relaxing the assumption of multivariate normality typically utilised within the traditiona...
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| Format: | Others |
| Language: | en |
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2016
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| Online Access: | http://hdl.handle.net/10539/20495 |