Betting on market anomalies:: Can portfolios based on volatility, skewness and kurtosis generate alphas?

Additional Metadata
Thesis Advisor	Lin, C.
Persistent URL	hdl.handle.net/2105/36873
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Sharipov, S.B. (2017, January 18). Betting on market anomalies:: Can portfolios based on volatility, skewness and kurtosis generate alphas?. Business Economics. Retrieved from http://hdl.handle.net/2105/36873

Betting on market anomalies: