MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX (Q3022107)

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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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