Optimal portfolio choice and stochastic volatility (Q5414493)
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scientific article; zbMATH DE number 6292428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio choice and stochastic volatility |
scientific article; zbMATH DE number 6292428 |
Statements
Optimal portfolio choice and stochastic volatility (English)
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6 May 2014
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portfolio choice
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stochastic volatility
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risk aversion
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CAPM
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Stein's lemma
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