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  • Search: subject:"Multifractal view"
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Year of publication
Subject
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CAPM 3 Efficient Market Hypothesis 3 MIM 3 Markowitz’ mean-variance maxim 3 Multifractal view 3 Random walk 3 SIM 3 Serial dependence 3 Total risk 3 Volatility 3 Börsenkurs 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Portfolio selection 1 Portfolio-Management 1 Random Walk 1 Share price 1 Theorie 1 Theory 1 Time series analysis 1 Volatilität 1 Zeitreihenanalyse 1
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Online availability
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Free 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Kuklik, Robert G. 3 Vacek, Vladislav 2 VACEK, Vladislav 1
Published in...
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European Financial and Accounting Journal 2 European financial and accounting journal : EFAJ 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
Cover Image
Volatility Asset Pricing Model as an Alternative Approach?
Kuklik, Robert G.; Vacek, Vladislav - In: European Financial and Accounting Journal 8 (2013) 1, pp. 39-66
e.g. the CAPM. SIM and MIM frameworks. The multifractal view of e.g. Mandelbrot concerning the market behaviour. has …
Persistent link: https://www.econbiz.de/10010512915
Saved in:
Cover Image
Volatility Asset Pricing Model as an Alternative Approach?
Kuklik, Robert G.; VACEK, Vladislav - In: European Financial and Accounting Journal 2013 (2013) 1
e.g. the CAPM. SIM and MIM frameworks. The multifractal view of e.g. Mandelbrot concerning the market behaviour. has …
Persistent link: https://www.econbiz.de/10011195297
Saved in:
Cover Image
Volatility asset pricing model as an alternative approach?
Kuklik, Robert G.; Vacek, Vladislav - In: European financial and accounting journal : EFAJ 8 (2013) 1, pp. 39-66
e.g. the CAPM. SIM and MIM frameworks. The multifractal view of e.g. Mandelbrot concerning the market behaviour. has …
Persistent link: https://www.econbiz.de/10011460249
Saved in:
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