A stable CAPM in the presence of heavy-tailed distributions

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Bibliographische Detailangaben
Veröffentlicht in:	Measuring risk in complex stochastic systems
1. Verfasser:	Huschens, Stefan (VerfasserIn)
Weitere Verfasser:	Kim, Jeong-Ryeol (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2000
Schlagworte:	Aufsatz im Buch
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