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Portfoliotheorie -- Arbitragefreie Ein-Perioden-Modelle und CAPM -- Value at Risk -- Kohärente Risikomaße und der …
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Manches voraus: Sie sollten mit Begriffen wie Portfolioselektion und CAPM, Duration und Zinsstruktur, Black-Scholes-Formel und …
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calculate Capital Asset Pricing Model (CAPM), few articles have studied how we should build, weigh or incorporate Modern …
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