A projection pricing model for non-Gaussian financial returns (Q2163715): Difference between revisions
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Revision as of 06:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A projection pricing model for non-Gaussian financial returns |
scientific article |
Statements
A projection pricing model for non-Gaussian financial returns (English)
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10 August 2022
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CAPM
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optimal portfolio
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information geometry
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mean-divergence model
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