The economic implications of volatility scaling by the square-root-of-time rule

The economic implications of volatility scaling by the square-root-of-time rule

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Bibliographische Detailangaben
Veröffentlicht in:Stock market volatility
1. Verfasser: Ellis, Craig (VerfasserIn)
Weitere Verfasser: Sundmacher, Maike (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Kapitaleinkommen > CAPM > Aktienmarkt > Volatilität > Risikomaß > Aufsatz im Buch
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