Volatility Asset Pricing Model as an Alternative Approach?
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DOI: 10.18267/j.efaj.95
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More about this item
Keywords
CAPM; Efficient Market Hypothesis; Markowitz' mean-variance maxim; MIM; Multifractal view; Random walk; Serial dependence; SIM; Total risk; Volatility;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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