Alternative to beta coefficients in the context of diffusions (Q4555078)
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scientific article; zbMATH DE number 6981192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative to beta coefficients in the context of diffusions |
scientific article; zbMATH DE number 6981192 |
Statements
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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