✦ LIBER ✦

A stochastic variance model for absolute returns

✍ Scribed by Fabio Fornari; Antonio Mele

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Variance Decomposition for Stock Retur

✍ John Y. Campbell 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 743 KB

Mean-Variance Hedging for Stochastic Vol

✍ Francesca Biagini; Paolo Guasoni; Maurizio Pratelli 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 255 KB

Mean-variance-skewness model for portfol

✍ Xiang Li; Zhongfeng Qin; Samarjit Kar 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 479 KB

A Subordinated Stochastic Process Model

✍ Peter K. Clark 📂 Article 📅 1973 🏛 John Wiley and Sons 🌐 English ⚖ 441 KB

A stochastic return map for stochastic d

✍ Jeffrey B. Weiss; Edgar Knobloch 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 906 KB

Mean-variance models for portfolio selec

✍ Fang-Fang Hao; Yan-Kui Liu 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 859 KB