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scientific article; zbMATH DE number 1094764

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Publication:4368554
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zbMATH Open0884.90070MaRDI QIDQ4368554

A. Tourani Rad, A. Corhay

Publication date: 4 December 1997



Title of this publication is not available (Why is that?)


zbMATH Keywords

systematic riskreturn intervalintervalling effectvariability of beta estimates


Mathematics Subject Classification ID



Related Items (4)

Sensitivity of portfolio VaR and CVaR to portfolio return characteristics ⋮ Risk analysis of cumulative intraday return curves ⋮ Statistical regularities in the return intervals of volatility ⋮ Average Rate of Return with Uncertainty






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