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Contribution Details

Type Bachelor's Thesis
Scope Discipline-based scholarship
Title Underperformance of high risk and high beta stocks - an empirical study on the impact of convexity on the performance of Swiss stocks as implied by Prospect Theory
Organization Unit
Authors
  • Nicolas Mueller
Supervisors
  • Thorsten Hens
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Date 2012
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