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Latest revision as of 09:55, 17 July 2024

scientific article; zbMATH DE number 6981192
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English
Alternative to beta coefficients in the context of diffusions
scientific article; zbMATH DE number 6981192

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    Alternative to beta coefficients in the context of diffusions (English)
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    19 November 2018
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    beta coefficient
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    CAPM theory
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    risk management
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    Wiener chaos decomposition
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    Jacobi processes
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    credit assets allocation
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