Modeling the volatility and expected value of a diversified world index
Year of publication: |
2004
|
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Authors: | Platen, Eckhard |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 4, p. 511-529
|
Subject: | Aktienindex | Stock index | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Theorie | Theory | Welt | World |
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