Browsing Wirtschaftswissenschaftliche Fakultät by Subject "Financial markets"

Browsing Wirtschaftswissenschaftliche Fakultät by Subject "Financial markets"

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  • Becker, Janis; Leschinski, Christian (New York, NY : Wiley Interscience, 2020)
    Models based on factors such as size or value are ubiquitous in asset pricing. Therefore, portfolio allocation and risk management require estimates of the volatility of these factors. While realized volatility has become ...

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