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~subject:"Volatilität"
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Volatilität
Risikoprämie
4
Risk premium
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Theorie
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Schätzung
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Volatility
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Welt
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Capital market returns
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Kapitalmarktrendite
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2016-2013
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Diversification
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Efficient market hypothesis
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English
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Kapraun, Julia
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Alexander, Carol
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Korovilas, Dimitris
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Financial markets, institutions & instruments
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Journal of international money and finance
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ECONIS (ZBW)
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Diversification with volatility products
Alexander, Carol
;
Korovilas, Dimitris
;
Kapraun, Julia
- In:
Journal of international money and finance
65
(
2016
),
pp. 213-235
Persistent link: https://www.econbiz.de/10011668421
Saved in:
2
Trading and investing in volatility products
Alexander, Carol
;
Kapraun, Julia
;
Korovilas, Dimitris
- In:
Financial markets, institutions & instruments
24
(
2015
)
4
,
pp. 313-347
Persistent link: https://www.econbiz.de/10011412056
Saved in:
3
Investing in volatility : analytical and empirical studies on the benefits of volatility exposure in equity portfolios
Kapraun, Julia
-
2014
Persistent link: https://www.econbiz.de/10011566038
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