Dynamic power-law model for tail risk: Evidence from the Finnish stock market

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dc.contributor Aalto University en
dc.contributor Aalto-yliopisto fi
dc.contributor.advisor Torstila, Sami
dc.contributor.author Hakala, Tuomas
dc.date.accessioned 2018-06-29T10:15:42Z
dc.date.available 2018-06-29T10:15:42Z
dc.date.issued 2018
dc.identifier.uri https://aaltodoc.aalto.fi/handle/123456789/32590
dc.format.extent 54 + 1
dc.language.iso en en
dc.title Dynamic power-law model for tail risk: Evidence from the Finnish stock market en
dc.title Dynaaminen potenssilakimalli häntäriskille; Näyttö Suomen osakemarkkinoilta fi
dc.type G2 Pro gradu, diplomityö fi
dc.contributor.school Kauppakorkeakoulu fi
dc.contributor.school School of Business en
dc.contributor.department Rahoituksen laitos fi
dc.subject.keyword asset pricing en
dc.subject.keyword tail risk en
dc.subject.keyword power-law en
dc.subject.keyword equity premium en
dc.subject.keyword return distribution en
dc.subject.keyword risk-adjustment en
dc.subject.keyword extreme events en
dc.identifier.urn URN:NBN:fi:aalto-201806294000
dc.type.ontasot Master's thesis en
dc.type.ontasot Maisterin opinnäyte fi
dc.programme Finance en
dc.subject.helecon rahoitus fi
dc.subject.helecon osakemarkkinat fi
dc.subject.helecon riskienhallinta fi
dc.subject.helecon kurssivaihtelut fi
dc.subject.helecon tuotto fi
dc.ethesisid 17269
dc.location P1 I fi


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