No label defined (Q4545820)
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scientific article; zbMATH DE number 1782551
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|---|---|---|---|
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| English | No label defined |
scientific article; zbMATH DE number 1782551 |
Statements
2001
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ARCH model
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mean-variance utility function
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arbitrage-free principle
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risk-free return
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0.7796351313591003
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0.7774649858474731
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0.7703116536140442
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0.7694403529167175
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