MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX (Q3022107)
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English | MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX |
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MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX (English)
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22 June 2005
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diversified world stock index
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stochastic volatility
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benchmark model
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growth optimal portfolio
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square root process
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market activity
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