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type_genre:"Aufsatz im Buch"
~subject:"CAPM"
~type:"article"
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Search: subject_exact:"Statistical distribution"
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CAPM
Statistical distribution
261
Statistische Verteilung
261
Theorie
145
Theory
145
Estimation theory
39
Schätztheorie
39
Börsenkurs
29
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29
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28
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28
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27
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27
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18
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Aufsatz im Buch
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128
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128
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7
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Bertocchi, Marida
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Chaudhuri, Saraswata
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Gamba, Andrea
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1
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1
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Kittawit Autchariyapanitkul
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1
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Current topics in quantitative finance : with 23 tables
1
Econometrics of risk
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
1
Measuring risk in complex stochastic systems
1
Quantitative fund management
1
Value Day 2011 : aktuelle Entwicklungen in Controlling & Finance
1
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ECONIS (ZBW)
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1
Identification of beliefs in the presence of disaster risk and misspecification
Chaudhuri, Saraswata
;
Renault, Eric
;
Wahlstrom, Oscar
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 261-290)
.
2023
Persistent link: https://www.econbiz.de/10014315375
Saved in:
2
Quantile regression under asymmetric Laplace distribution in capital asset pricing model
Kittawit Autchariyapanitkul
;
Somsak Chanaim
;
Songsak …
- In:
Econometrics of risk
,
(pp. 219-231)
.
2015
Persistent link: https://www.econbiz.de/10010498537
Saved in:
3
Black-Litterman portfolio optimisation : an application the German and Swiss stock market
Kaiser, Lars
- In:
Value Day 2011 : aktuelle Entwicklungen in Controlling …
,
(pp. 119-130)
.
2011
Persistent link: https://www.econbiz.de/10008905369
Saved in:
4
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
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5
Unternehmenswert und Ausfallrisiko : zur Übereinstimmung CAPM- und OPM-basierter Bewertung im einperiodigen Trinomialmodell
Tebroke, Hermann-Josef
;
Rathgeber, Andreas
- In:
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …
,
(pp. 143-161)
.
2003
Persistent link: https://www.econbiz.de/10001736296
Saved in:
6
A stable CAPM in the presence of heavy-tailed distributions
Huschens, Stefan
;
Kim, Jeong-Ryeol
- In:
Measuring risk in complex stochastic systems
,
(pp. 175-188)
.
2000
Persistent link: https://www.econbiz.de/10001579732
Saved in:
7
Portfolio analysis with symmetric stable Paretian returns
Gamba, Andrea
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 48-69)
.
1999
Persistent link: https://www.econbiz.de/10001442910
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