Mean-variance relationship and uncertainty
Year of publication: |
2022
|
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Authors: | Kim, Jun Sik |
Published in: |
Journal of derivatives and quantitative studies. - Bingley, United Kingdom : Emerald Publishing Services, ISSN 2713-6647, ZDB-ID 3064233-4. - Vol. 30.2022, 1, p. 23-45
|
Subject: | s Economic policy uncertainty | Volatility of volatility | Uncertainty | Mean-variance relationship | Risk-return tradeof | Volatilität | Volatility | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Wirtschaftspolitik | Economic policy | Kapitaleinkommen | Capital income | CAPM |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JDQS-09-2021-0024 [DOI] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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