Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index

Fuente: arXiv

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Bibliographic Details
Main Authors:	Atsiwo, Abraham, Sarantsev, Andrey
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Probability Statistical Finance 60G50, 62J05, 62M10, 62P05, 91G15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.19444