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  • Search: subject:"Mean-variance relationship"
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Year of publication
Subject
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Mean-variance relationship 2 Volatility 2 Volatilität 2 Anlageverhalten 1 Behavioural finance 1 Börsenkurs 1 CAPM 1 Capital income 1 Economic policy 1 Fractal dimension 1 Investor sentiment 1 Kapitaleinkommen 1 Mean–variance relationship 1 Portfolio selection 1 Portfolio-Management 1 Quasi-likelihood function 1 Risiko 1 Risk 1 Risk-return tradeof 1 Risk-return tradeoff 1 Share price 1 Theorie 1 Theory 1 Uncertainty 1 Volatility of volatility 1 Wirtschaftspolitik 1 s Economic policy uncertainty 1
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Online availability
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Undetermined 2 CC license 1 Free 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Haywood, M.D.E. 1 Kim, Jun Sik 1 Lin, Yan-Xia 1 Wang, Wenzhao 1 Wang, You-Gan 1
Published in...
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Journal of derivatives and quantitative studies : Seonmul yeongu 1 Mathematics and Computers in Simulation (MATCOM) 1 Research in international business and finance 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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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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Investor sentiment and the mean-variance relationship : European evidence
Wang, Wenzhao - In: Research in international business and finance 46 (2018), pp. 227-239
Persistent link: https://www.econbiz.de/10011983623
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A quasi-likelihood method for fractal-dimension estimation
Wang, You-Gan; Lin, Yan-Xia; Haywood, M.D.E. - In: Mathematics and Computers in Simulation (MATCOM) 48 (1999) 4, pp. 429-436
We propose a simple method of constructing quasi-likelihood functions for dependent data based on conditional-mean–variance relationships, and apply the method to estimating the fractal dimension from box-counting data. Simulation studies were carried out to compare this method with the...
Persistent link: https://www.econbiz.de/10010870716
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