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Search: subject:"Mean–variance relationship"
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Kim, Jun Sik
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Journal of derivatives and quantitative studies : Seonmul yeongu
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Mean-variance
relationship
and uncertainty
Kim, Jun Sik
- In:
Journal of derivatives and quantitative studies : …
30
(
2022
)
1
,
pp. 23-45
This study investigates the impact of uncertainty on the
mean-variance
relationship
. We find that the stock market …
Persistent link: https://www.econbiz.de/10012887264
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